P4 will take you to Brixton (approx 25mins) or if you want to go to Greenwich, you can take the P4 in the oppostie direction to Lewisham and go three stops on the DLR - basically there are plenty of transport options round here but I didn't figure out many of them until I needed to once living here!

RE: theatres etc. The Brockley Jack pub on Brockley Road has a theatre above it and something is nearly always on. Moonbow Jakes on Brockley Road has live music nights.

RE: markets. On rotating weekends there are quite a few farmers markets nearby. There is one at Hilly Fields once a month (close to Ladywell) which I use and on other weekends they go to other nearby locations, e.g. telegraph hill and perhaps closer to forest hill too.