Everyone who wants to go to a show wants to get a good deal. Nowadays, if you are playing full price, you are probably paying too much, especially in a place like Las Vegas. If you do a little investigation, you can find plenty of Las Vegas discount show tickets, and do so right from home without ever even going there.
There are lots of Las Vegas-based websites that offer discounts, and may come in the form of coupon books. I'm a big fan of these type of LV discount show tickets, because for some you can pick and choose the shows you want to see. These may not be the biggest shows in Las Vegas, like Celine Dion and Danny Gans, but the mid-level shows are on these discount show tickets books.
Here are some sites where you can order coupons:
As for the big shows which aren't cheap to begin with, most don't offer any kind of discount because they sell out anyways. For those, you need to stay at the hotel, and drop big cash. If you come into southern Nevada as a whale (high roller), you could get rewarded with the hard-to-get tickets. You can also get package deals with the hotel at which you are staying, which can make a difference in reservations to the top shows. I've also had good luck with ticket brokers, but would use them as a last resort because not everyone is as honest as you are. Don't forget the Entertainment book. I get them for a towns I'm visiting (www.entertainment.com) and get lots of two-for-ones, though not for the big shows either.
Bottom line: Tough-to-get-tickets are tough for a reason, but lesser-known shows need the traffic, and discounts can be gotten.