We went to a show at the Lincoln a few months ago. We parked in the garage for the Reeves Center, which is accessible from U Street between 15th and 14th. I don't remember how much it was, but it was an easy walk to the Lincoln Theater from there. Our show didn't go very late; we were out by 11. It was surprisingly easy and stress free, years ago we would go to U Street and drive around for parking forever. Metro wasn't really convenient for us and we don't really drink so Uber wasn't necessary.
If you're worried about safety/people after dark...the walk is about two blocks, past busy restaurants. Yeah there's a lot of people smoking weed but I didn't feel unsafe walking back to the garage (this was a Friday night). I've been in much more sketchy situations than that part of U Street.