Tix4Tonight is where I normally like to book discounted shows in Vegas. Its efficient in that most of the major shows and attractions on the Strip can be booked from a single location, and you can target both day-of or future shows to cover your entire vacation! The vendor normally has allocations of certain sections for a given show - to actually get the seats assigned you'll often have to go to the Box Office itself and redeem vouchers for actual tickets. I was very happy to see them offer tickets for Le Reve, which is probably the only Cirque show we haven't seen yet.
This location is probably my favorite since its most convenient to the Southern Strip. Since I like to stay near CityCenter (Vdara, Aria) its just an easy Tram ride to Monte Carlo, stroll through their shops and casino, and a walk across the street. The other advantage is that this location is adjacent to the M&M store, Coke Store, and nearby ABC store so you can really stock up and set the agenda for your entire Vegas stay!