i'd try the tkts booth across from the marriott marquis. check it out at tdf.org (click on tickets). you will be able to get 'day of show' tickets for up to 50% off. my wife and i go to shows at least a handful of times every year and thats how we get tickets. the only drawback is show availability is not guaranteed, but many shows are available. the above website also lists shows that were recently available for planning purposes. enjoy.
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