The pros arch of the theatre was plain black, so just inside it they built a slightly smaller arch covered in black gauze. From the audience's point of view, it just looked like a slightly thicker than normal plain black proscenium, and unless you were very familiar with that theatre you wouldn't think anything of it.
Behind this gauze were 30+ (he forgets how many exactly) 5KW fresnel lamps, pointing straight at the audience. The whole arch was filled with as many of them as they could fit in there.
The theatre had a concrete honeycomb cell like structure under the raked seating of the auditorium, and in each cell they placed the biggest bass sub available at the time. There were also several subs hidden wherever else they could be fitted.
There was an array of wind machines above the stage.
When the time came, the well timed sequence went:
1) All the 5K lamps banged on at full power in silence. Apparently it was not just blindingly bright, but also painfully hot. People were shielding their faces with their arms from the heat. They faded out over the next 10 seconds.
2) The subs started to rumble, getting louder and louder as the light started to fade. (The sound was a slowed down tank passing by, apparently).
3) The shockwave finally hit, just as the lights faded to blackout, and the fans kicked in at full blast, while the subs went in to overdrive with the sound of a tank firing it's gun (again, slowed down).
4) While all this was distracting the audience, on stage the set is very quickly changed to a totally devistated cottage. Of course, even after the lights have faded, no one could see a thing because they were still totally blinded.
5) The fans and sound faded, and everyone was left in shocked silence for several very long seconds. Slowly, the lights came up to reveal the scene of devistation in the old couple's house, bathed in an eerie orange glow, with thick smoke, and the old guy delivered his "Blimey!" line.