1. Show host
Usually a young woman stirring up kids' feelings, and she is called Miss Sister, or O-ne-e san.
2. Bad guys and evil characters
They sometimes come down off the stage to call for some volunteers to the stage, and the kids get some gifts for their cooperation there.
3. Hero(es)
Sometimes there are shaking-hands, photo, and autograph sessions after the show.
I think the following is a typical hero show somewhere like in a local festival or a supermarket.
No special stage effects except the sound.
Engine Sentai Go-onger Show
This is more full-scale hero show with more stage effects.
Engine Sentai Go-onger Show @ Tokyo Dome City (with an admission fee, 1000Yen)
And there are some special hero shows where real actors/actresses in the TV programs appear on stage.
*snip
A bit off-topic, but you can also find heroine shows.