By this I mean will they all be live performances or do they film a performance and just keep showing it? I need to know so I can save up and see him in March instead.
This show is at The National theatre and it's schedule is split up with other shows. If you go on their site you will see the show stops 16 November and resumes the middle of December. That's just an example.
Yes, it is a stage show being performed at a theatre, not a movie (the National Theatre is not a movie theater, it's only for live stage performances).
The NT is a rep theatre so there are some gaps where Cranston could return home if he wanted (for example there are no performances of Network scheduled between mid-Nov and mid-Dec). But he will be performing at every performance listed, unless he is injured or unwell or something.
I really don't see how you could annoy him simply from being in the audience, unless you were planning on doing something really awful at stage door or something.