* Coughing or sneezing loudly is just as rude as shouting. You should always mute a cough by bending forward in your seat and covering your mouth. If you have a reasonable expectation of coughing, take a scarf with you to cough into. Or keep your coat in your lap.
* Before the lights go down, get your cough drops ready. Put them in a breast pocket or pants pocket. If you're fairly certain you'll need one, unwrap it in advance.
* Bring a bottle of water and put it on the floor in front of your seat, where you can get at it easily if you have a coughing fit.
* When you're at the opera, do not talk when the orchestra is playing. A surprising number of people talk through the overture, as if the opera doesn't begin until someone starts singing. Likewise, do not start talking until the orchestra stops playing.
* An opera is more like a play than it is a concert of songs. Consequently, you should not clap when the singers stop. Doing so disrupts the performance. Clap at the end of a section, when the orchestra stops playing. Better yet, clap only when the curtain goes down.
* If someone around you is talking, you don't have much recourse. You shouldn't shush them (which only causes more disruption). It's also pretty rude to touch a stranger (although it might be necessary in extreme circumstances). Wheeling around and glaring is permissable, as is notifying an usher at the interval.
* In live theater, music and dance, audiences should be absolutely quiet. The etiquette of movies is looser. At the movies, people chomp on popcorn, slurp drinks, and talk more; there are more kids. I don't talk in movies, but I decided some time ago not to let myself be bothered by other movie-goers who do. Try to think of it as part of the excitement of sharing a movie experience with others.