We got tickets to Penn and Teller the day of for a night show. I think we paid about the same price as if we were to go to the box office of The Rio. It was very easy, and the show was good.
I hope I didn't get ripped off, and just checking the P & T website, we did not. They listed 5 tickets for a Wednesday night show of P and T were $83, even though on our ticket stubs it said $50!
YES!