Do you have access to cable or T-1 Internet access? In the past couple of years, I've had great luck getting on our T-1 line at work on the day tickets go on sale. I've gotten at least first 10 rows for every show I've been to. Of course, it depends on the number of tickets you're getting and the venue. Maybe I've just been lucky, but that's what I plan on doing.
I've never done the grocery/whatever store lottery and wouldn't want to. While you're in line, there are people online and people in front of you grabbing all the good seats. Yikes!
If you're willing to risk it, try waiting until a day or two before the show. New - and better - seats are almost always released as the show gets closer. You can also try the Will Call window on the day of the show. (One good thing there - no TicketBastard service charge!
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As for ticket brokers - eh. I've used them several times, and you can find legitimate ones all over the net. I've had some great seats. But I don't plan on using them again. If you've got loads of cash to spare and really, really want an excellent seat, then go for it.
Mike B.