It was an alumni event at Glenaeon Rudolf Steiner School in Sydney, and we were all sharing stories about our education there and our careers since.

From youngest to eldest, we were songstress Taelor-Jane Hanley; one half of internationally renowned hip hop outfit Bliss n Eso, Jonathan Notley; me; Dinosaur Designs co-founder Steve Ormandy; and GP Dr Andrew Keyworth.

It was strange to be back but also pleasurable, and fascinating to hear from my fellow alumni.

We all had stories to tell but the comments that have stuck in my mind were those of Dr Keyworth talking about depression. He works with the Black Dog Institute and Beyond Blue and people often come to see him if they are feeling blue.

As well as listening to everything they have to say, he always asks a very simple question: "What do you do for fun?"

The patients usually reply with puzzlement. "What do you mean? I'm miserable."

"Yes, you're miserable, but what do you do for fun?"

Dr Keyworth believes the causes of depression are societal and one of the factors is that we have collectively forgotten to give fun a starring role in our lives.

That resonated for me.

I believe that any decent budget should include a fun fund. If it makes you happier, and the cost does not undermine your ability to achieve the necessities of life both now and in the future, then it is money well spent.

One of the things I enjoy most is going to see theatre. (I love performing in it too but do not have time).

When my twins were babies, I had subscriptions to the Sydney Theatre Company and Belvoir St Theatre. It was practical because I could book the babysitting months in advance. I did not see a movie at the cinema for two years, because that required spontaneity, but I saw a great deal of live theatre.

Everyone has a different idea of fun, but just in case you are a theatre buff like me, I am going to let you in on a few secrets.

Subscriptions are a cost-effective way to get to the theatre as you can save about 20 per cent off the regular price per ticket, but there are other ways to see shows without spending a fortune.

Not only do the usual concessions apply for pensioners, health card holders and students, but under-30s often get a discount, as do members of the Media Entertainment and Arts Alliance, the union for both performers and journalists.

Midweek shows are often cheaper, as are previews. Some shows offer standing tickets, the Australian Opera among them.

Restricted view tickets are not always as bad as they sound – sometimes it just means you are side on to the stage.

Most arts companies offer Student Rush tickets – a heavily discounted price for students on the day of sale – and sometimes that is a more general Concession Rush.

For example, Melbourne Theatre Company offers a limited number of $20 "day seats" for students and other concession card holders, available from 9am to noon on the day of the performance, and then a further Concession Rush two hours before the show.

One of the best deals in Sydney is the SUNCORP TWENTIES program, with Sydney Theatre Company selling a limited number of $20 tickets to anyone every Tuesday at 9am. The tickets sell fast, so I suggest setting a reminder on your phone and being ready with your credit card bang on 9am.

If you are out of work, Belvoir in Sydney has one free 'unwaged' ticket for every show for performances at 2pm on Thursdays in the upstairs theatre.

There are also discount ticket outlets including HalfTix and LastTix, which offer heavily discounted tickets to shows, particularly musicals and concerts. For example, LastTix now is selling tickets to Ghost the Musical at Theatre Royal in Sydney for $69.90, down from $120.15.

I also recommend the Sydney Opera House Insiders program. There is a modest discount and zero booking fees, but the greatest benefit is the priority booking access. That is why I'm going to the sold-out concert of New Order with the Australian Chamber Orchestra for my birthday in June.

What do YOU do for fun?

Caitlin Fitzsimmons can be found on Twitter and Facebook.