I joined at the cinema. You need passport photos to go on the card. You get given a temporary one until your proper one comes through. You need to make sure you take your bank/card details.
When I did it I used my temp card to go straight in and see a film
And yes don't do it during the busy period.
One thing they do say is you have to buy the tickets on the day you can't buy them in advance. I've always managed too. The counter staff don't give a toss, if the tickets print out you can have them it's all the same to them.
If you know in advance which days and performances you are going too it's always a good idea to do this. You can just walk in, get your nibbles/drink and take your seat.