1. Going Solo.
If you're the independent type, going solo is one of the cheapest ways to get into concerts.
Consider this, the day of the concert, whether the event is sold out or not, there's always going to be that one person who gets sick, who has to take their dog to the hospital, who's grieving over the breakup of his girlfriend, or who's car breaks down and doesn't have a ride there. Lessen their pain by taking that extra concert ticket off their hands.
The best way to go about doing this is checking your local Craigslist the day of the event. If the venue is close enough, a lot of times it's easier to simply go to the event, where you will find tons of people that have an extra ticket among their group they are looking to get rid of. Many of the times when this happens they will just give you the extra ticket because they think there is no chance they will sell the concert ticket at such last minute notice.
2. Radio Station Call-Ins.
If the concert is close enough, local radio stations will often give away free tickets.
Listen around to your local radio stations that you know give away tickets. Generally when a station is giving away free stuff like concert tickets, it will be with the same host at the same time as the event nears closer. Be sure to not just limit yourself to one station, chances are more than one is giving away that ticket you desire.
Of course, this is still by chance, but it doesn't cost you anything to call in and try entering. As soon as you hear the radio host start mentioning the giveaway have the phone number on speed dial and hit it. Don't hang up if there isn't an immediate answer, stay on the line until you know for sure if the tickets were given away or not!
Some may find it unethical, but this is often your best bet.
Usually scalpers will buy out tickets faster than the majority of people, and charge inflated rates. This is bad for you. Luckily though, as the event comes closer and closer, they become more and more desperate to just get something for them so it's not as big of a loss. Therefore stay away from sites like TicketMaster, as you'll never see the prices drop.
Instead, look out for websites like RazorGator and StubHub. You will see prices on these websites drop more and more as the event grows near, and often times prices and available tickets will fluctuate greatly just as the day goes on. Of course, this does run the risk that you will eventually have to pay more than you wanted, or not go at all if the prices remains above your budget. However, even a pricey scalper is likely to sell you a ticket 50% off at the very last minute because it means they are at least getting some money back instead of lossing any potential profit.