I tend to prefer to wait and buy a ticket at the door whenever possible. That's because I like to stay loose and do what I feel like on that day. Still, if it's something I know I want to go to, and I'm not sure if it will sell out, I will get a ticket in advance. I also hate to pay extra fees, so whenever possible I got to the box office. I also sometimes make reservations at the jazz clubs.
Also, a lot of shows have a little discount if you buy in advance. Still, it's not worth it if you don't actually go and eat the ticket, so I tend to not mind paying an extra $2-5 for the luxury of choosing to buy at the door.
Here's what I know about that. I might not have my facts 100% correct, so it's good to check before relying on this info.
All Live Nation shows are sold at the Fillmore @ Irving Plaza box office.
The box office sells tickets for most Live Nation events at The Fillmore NY @ Irving Plaza, The Blender Theater @ Gramercy, Roseland Ballroom, Hammerstein Ballroom, Warsaw, McCarren Park Pool, and Central Park Summerstage.
Cash, Visa, MasterCard, and American Express are accepted.
You can also buy tickets for future events whenever a show is going on.
You can buy tickets to all Bowery Presents shows at the Mercury Lounge box office, which is inside the venue. That is for Bowery Ballroom, Mercury Lounge, Terminal 5, The Music Hall of Williamsburg, and Webster Hall
BBs tends to get me down. They used to send out an email for undersold shows that if you bring a printout of the email, you only have to pay 75 cents. Now they only do it through ticketmaster, so it costs a lot in fees to go to a "free" show that I sometimes already paid full price for. In addition, they add an extra $1 to the ticket price even if you do walk up to the box office. Still, they use Tickemaster, which loads a lot into each ticket and you do save something. Luckily they don't have too many must see shows there anymore, so I don't have to deal with them that often. Lucille's is free.
I just went up one day at lunchtime. I'm very happy about these new venues. I heard Hiro Ballroom is nice, and it's only a matter of time before I see for myself. The only downside is that the box office person doesn't know anything about actual set times when you call on the day of the show. They do usually know the band order. They sell tickets for both Highline and Hiro Ballrooms. They are open every single day, I think something like 12-11pm. Nice.
Box office is open every day. I think Sun and Mon til 6 and the other nights til 7. If you pay by credit card, you have to do each charge separately. The fees are also pretty low when you buy on-line. I still prefer to go to the box office, save mailing issues and all that. I like to have my ticket on my in case plans change and I can get rid of it more easily.
Blue Note/Village Vanguard/Jazz Standard/Dizzy's/Iridium
I fondly think of these as the "fancy jazz clubs". Most of the time, you can call and make a reservation, that can be cancelled. For the most popular shows, they may take a credit card and charge you if you don't cancel within 24 hours. I think Iridium does that for all shows. You can also guarantee a spot by buying an on-line ticket. Reservations are released at some time before the show.
Cornelia St Cafe
They do not take reservations day of show, only days before. If you have a res, you can get in quicker and don't have to wait in the cold until set time. If you are there for the 1st set, you can stay for the 2nd at no additional cover charge. There is a $6 drink min per set, although I've managed to sidestep that occasionally.
It is better to make a reservation, you don't have to wait out in the cold as long. For very popular shows you need to guarantee with a credit card. They also now sell tickets on-line, which I guess guarantees your spot.
The box office is usually open every day at 5 til closing. I recently went there and it was closed on on Mon, so that's not always the case, but usually.
Nokia/Beacon/Carnegie Hall/Lincoln Center/Radio City
These theatres have box offices on site. It's nice because you can look at a diagram and choose your seat. That's something bothersome about on-line, you usually can't get th at specific.