When I was a kid, the theater sometimes had some low-volume background music playing in the partially lit theater. When the lights went down, a few trailers, then the film. There was one constant throughout the 70s for me. I've probably seen this bumper 200 times;

http://www.youtube.com/watch?v=3F_tv1XNoCc

It's a totally different experience in the theaters of today. Man, you're bombarded with commercials and TV previews prior to the film, then 5 or 6 trailers at ear-piercing volume, then the movie. The seats are more comfortable these days though. ;-)

On topic;

I don't think I've ever been to a movie where there was a short shown first.