Well, I used to go to Ega complex which is also being renovated. Long time ago, I used to go to a cinema hall called Eros in Adyar. That has been shut down and replaced by a auto showroom. I also used to visit Woodlands near the Clock Tower. I have not faced issues in any of these theatres. I usually avoid the run down cinema halls. In Bangalore, when I used to travel, I used to frequent a hall at the end of Brigade Road. This was completely run down and used to show some shady movies. Of course, when I go to places like that I used to go alone or with male friends. Even in Trichy, I have seen night shows of Tamil movies near the bus stand with my wife and child. Again I have not faced any issues.
I Delhi, I have been to every cinema hall you can think of. Of course, those days I was young and part of the crowd that used to tease girls. Most of the time we used to go as a group and we were very protective about the girls who used to go with us. Seen many first day first show of movies such as Anand, Sholay, Jewel Thief, Aradhana, Kati Patang, Khartoum, Battle Of the Bulge. Our favourite halls were Chanakya, Golcha, and a hall in Kamla Nagar whose name I have forgotten.
Yes, Sathyam and Inox are expensive (about 120 a seat), but they are worth the price. I believe PVR in Hyd is some 400 or 500. Inox is in a shopping complex called City Centre on Dr. RadhaKrishnan Salai. I believe there are 2 or 3 more such cinema complexed coming up in Chennai. Visiting cinema hall for movies such as Star Trek, Harry Potter, in my opinion, is a must. I missed the new Terminator, and am eagerly awaiting the arrival of the original DVD.
Cheers