I've been to a few Secret Cinema events and they are generally pretty good fun - although the price keeps rising.
The premise is that you spend a couple of hours before the film in an immersive environment based on the film, you're going to watch - then you watch the film and it all makes sense. Of course normally you don't know the film in advance, so its all a bit of a suprise!
I saw The 3rd Man and The Battle of Algiers, which were excellent - we had no idea which film was being shown and really got into it all; I was 'arrested' and interrogated during one of them.
We saw Top Gun, which was at Canary Wharf which was fun, but not as good as the others... although we ended up getting drunk and spending tons on the dodgems! A highlight was watching the film with a few thousand others, and some very funny audience participation.
I bought 2 tickets for TESB, but really as a bit of FOMO, because £158 was crazy. I think they are grossing about £6m from it, so I hope the 'sets' are spectacular. Its in the summer, so I'm assuming it will be some kind of Bespin and Dagobah themed event - I dont fancy putting my Parka on!