1.  Listen to your favorite radio stations frequently.  They usually give away tickets to the kinds of shows you like to see.  Do a few test runs on the phones in your house and your cell phone to find out which one dials fastest and gets you a fresh dial tone the quickest if you get a busy signal.  Preprogram the radio station phone numbers, but also see if you can manually dial the number faster than your speed dialer.  The more times you dial before somebody wins those tickets, the better the chance it will be YOU.  But don't go for cheap prizes like CDs if the radio station limits how often you can win (e.g., every 30 days).  Play fair.  You want that dorky demo CD, or you want the Dylan tickets? 
    And remember that other stations in the area may also be giving away those tickets, so spin your radio dial occasionally. 

2.  Get tickets free or cheap, but this really works only if you're going by yourself, not for a pair of tickets, and it's most effective with assigned seats.  If the venue isn't too far from your house and you don't mind taking the risk that you might not get in, figure out your budget and put that amount into an accessible pocket, in cash.  Put a little sweetener bonus in cash into another pocket.  Say you want to see Elvis Costello for a maximum of $10.  Go to the venue early, with your budget in mind.  Let people who are selling their extra tickets know that you want tickets and sorrowfully tell them your budget.  They will be shocked and initially offended:  "These tickets cost me $55 each!"  Wave them away and say, "Oh, no, I can't pay hardly anything.  You're better off selling them to somebody who can give you what they're worth." 
    See, single tickets are pretty hard to sell at your average sit-down show.  People want to get their money back, but latecomers don't pay face value for just one ticket, so those same sellers are apt to come back to you when the lights flash and they realize the show's going to start without them -- if you have been nice to them.  If you have been insulting or brusque, forget it; if seats are assigned, they'd rather eat the cost than have to sit next to somebody who mocked them or was unpleasant. 
    If some really nice seller comes along and you're the one getting desperate, you can add the sweetener money from your other pocket.  Do not ask people to make change for you if you're profiting from their extra ticket.  Sometimes people will just smile and give you their extra ticket.  I think it is nice to offer to buy them a drink inside, but don't be their best friend after that.  You're their charity case, not their buddy.

3.  If you know people in the industry, hints can be effective -- both people in the music business, but also people in marketing and advertising jobs who get sent freebies.  Everybody I work with knows that I will take free tickets off their hands at the last minute, that I will drive over to their house to pick them up, that I will actually go to the event, and that I will write a thank-you note afterwards.  So they think of me with their largesse.  Don't be too darn picky.  If you wanted to see Lyle Lovett but get offered Steve Earle tickets, smile and be excited and take them and enjoy the show!  It's like dumpster diving or thrifting -- enjoy the generosity of the universe om whatever form it presents itself. 

4.  Every now and then, be the generous one.  You have an extra ticket for once?  Give it to some kindly but impoverished person and make their day.  What goes around comes around.