The short answer is yes!
If you have your heart set on seeing a particular show then we always advise you to book as early as possible. Usually booking a month in advance will get you in to most in-demand shows such as The Lion King, Charlie and the Chocolate Factory or Mamma Mia!, although book earlier if you can for Saturday evening performances.
Shows in high-demand such as The Book of Mormon require you to book well in advance.
Some shows have tickets still available a couple of weeks leading up to the performance and even on the day, particularly for midweek performances and matinees.