Since we went vs since we have been

Both sentences are idiomatic.

The other obvious choice, were, does not work because it does not license the preposition to; it would have to be since we were at the theater.

I agree with Peter Shor that usually in questions like these, one should make the modification minimal. Therefore, a solution that uses the same base verb, have been, should be preferred.

One could frame this question more generally and ask whether It's a long time since favors the preterite or the present perfect for the verb that follows it. One could also ask whether it makes a difference if one uses it's been a long time since.

I've searched for both "it's a long time since" and "it's been a long time since" at the Corpus of Contemporary American English (COCA) and the British National Corpus (BNC), and on google books. In brief, it's a long time since is followed by the preterite much more frequently than by the present perfect. As far as it's been a long time since, it is still the case that the preterite is more common, but not as decisively as when been is missing.

Here is a sampling of all four types of constructions (all the examples are from COCA):

It's a long time since I noticed, she said, smiling.                [no been, preterite]
It's a long time since you've been hurt.                     [no been, present perfect]
It's been a long time since I tasted venison.                     [with been, preterite]
It's been a long time since I've had a dog.          [with been, present perfect]

Finally, here is a summary of the results from COCA and BNC. The 'total' column shows the total number of times the phrase to the left if the results appears in the corpus. The column 'pret.' is the number of times the phrase is followed by a verb in the preterite, and 'pres. perf.' shows the analogous number for the present perfect.

                                                         total     pret.    pres. perf.
it's a long time since:          COCA    16         8         4
                                              BNC      27       17          7

                                                          total     pret.    pres. perf.
it's been a long time since:  COCA    219         48         41 (out of first 100)
                                              BNC         5            3          2