Here's what you do. You go to the theater about two hours early, and bring as much cash as you intend to spend for a ticket. You first go to the box office and ask what's available for today. People quite often return tickets - this one is sick, the other one doesn't feel like going, there was an unexpected emergency, whatever - and if the tickets are returned to the box office, they're back in the available pool. If there's nothing just now, you tell the nice person at the box office that you'll try again a little later. And you do so in about 45 minutes.
Your other hope, and your best hope, is to buy from someone selling at the door. Again, someone is sick, someone doesn't feel like going, whatever. Don't be surprised if there's no action until about 30-40 minutes before curtain. It's a waiting game, and you have to be patient. But look for someone holding up a ticket, and see if it's where you want to sit and if it's in your price range. If they seem to want list price, ask if they'll take $10 less. The old "Oh, that's too bad; I really can't afford that much" strategy sometimes works wonders. I have literally seen people give extra tickets away under those circumstances. If the seller is offering a discount from the start, of course take it.
Whatever you do, don't deal with the scalpers. They're easy to recognize. There are always a couple working the outsides of the theaters and you'll hear them asking softly, "Any extra tickets?" They're trying to buy low and sell high, and it's illegal. Buy only from a private person who won't ask for more than face value.
I can't guarantee you'll get in (remember my name's not Klavier), but unless it's a hot sold-out event your chances are usually good. Last Saturday I wanted to see Nutcracker and didn't have a ticket on going into the city. Nothing at the box office except partial view. So I kept an eye on the scalper and saw a guy trying to sell, but he wouldn't take the $30 the scalper offered. Klavier moves in, asks if the man was selling, it's a family of tourists and one of the kids doesn't want to go, tourist asks $70 for a seat in center orchestra row R, and I get a $110 ticket for less than face value for 3rd Ring. Perfect.
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