either go to the venue when the tickets are released (good idea if you're not sure where the place is); or try the stargreen website (safest for uk) or someother box office.
If the gig is sold out, try ebay or lastminute.com
You should be able to buy tickets on the night of the gig at the venue. For events that aren't sold out, they will be available at the venues box office. For sold out events you often get touts outside selling tickets. I suggest the following steps first:
- stand NEAR tout
- watch out for people going towards tout to sell their tickets
- approach these people before the tout does
- offer them the face value price of the ticket (touts NEVER give you the face value if you sell them tickets- and they sell them for a LOT more!)
Unless you're totally stuck and don't wish to pay over the odds, i wouldn't advise to buy from touts.