On the Strand itself, the Vaudeville theatre shares the area with both the Savoy theatre opposite and the Adelphi theatre just down the road. The Strand is a busy area of London frequented by tourists, which means it's well connected in terms of public transport links. The area is also stuffed full of clubs, bars, cafés restaurants, entertainment and attractions, all within walking distance of the theatre.
The Vaudeville theatre is in the heart of the London Congestion Charge Zone, 7am until 6pm. It costs £10 a day to drive in the area on weekdays during those hours, but there's no charge on Bank Holidays.
The venue belongs to the excellent Q-Park Scheme, with 50% off car parking. The nearest participating car park is the 24hr Q Park Chinatown Car Park (20 Newport Place, WC2H 7PR), where it costs £18 for up to 3hrs and £24 for 4hrs. To save 50%, get your parking ticket stamped at the venue.