They have so many seats assigned to ticketmaster and then brokers get in and get the rest usually depending on the concert. Some options are either online or going to a Tower Records. If you really want to go, it is best to wait to the last few days and then pay a broker because they will want to get rid of thetickets or Ebay. It all depends on popularity and how much you are willing to pay.
http://www.stubhub.com/