A regular Thursday night sounds like a great idea. This Thursday, however, there is a much better option... the gay choir has a show on at the Pasinger Fabrik - you need to understand German to get the most out of it, as the texts are quite funny - but even if you don't understand the words, the show is bizarrely interesting, and quite camp in a surreal kind of way! Don't expect "It's Raining Men" or an Abba Medley though - apparently the gay audience in Munich is far too sophisticated for that kind of thing. I'm in it, so not sure how much it costs, check it out here:
Philhomoniker @ Pasinger Fabrikjust followed my own advice and checked out the price - and outrageous 17.92 Euros for Sunday (couldn't find the Thursday price)...probably a bit cheaper on the door. Am shocked that an amateur group is charging so much, to be honest, (but then, it's Munich, and Kultur is vital to the town's sense of self importance) but if you're feeling flush and in need of some camp culture, I'd vaguely recommend it!!