Book ahead if the date or seats matter
If you have a fixed trip date, a specific show you want to see, or want good seats, book directly through the show or resort's official box office as early as you can — popular residencies do sell out, especially around weekends and holidays.
Same-day and discount options
If you're flexible about which show and just want a great night out, same-day discount ticket booths and apps operating on the Strip sell unsold seats at a markdown — a solid option for spontaneous plans, though selection is whatever happens to be unsold that day.
Buy from official sources
Buy through the resort's own box office or a show's official site rather than unaffiliated resale sites or street vendors, who can sell inflated or invalid tickets. If a deal looks unusually good from an unofficial source, treat that as a warning sign, not luck.