I have never seen a need to wear a vest. In spite of some tragic shootings the world as a whole is not really so dangerous as to become paranoid.
If I thought theaters were dangerous places then I would not go to theaters. The same goes for restaurants and other public places.
If you think you need a vest to take your kids to the theater why are you taking them to such a dangerous place?
i take it you dont conceal carry? if so only when you go to bad neighborhoods and are expecting a gun fight??