Depending on where you are, there are often discount tickets available.
For example, in Chicago there is a site called hottix.org that lists tickets (generally for 50%) for shows that week. In your case it might not have been the best bet if you wanted to secure them early, but often times once a show opens if they sell tickets on the site they will continue to do so for the majority, if not all of the run. The tickets aren't always for every single performance of the show, but this is my go-to site if I want to have something down for the weekend or its Friday night at 6pm and I am looking for something to do.
I've seen everything from Burlesque, The Blue Man Group, and Literary plays.
Also, many venues offer rush tickets for day of sales. Prices on rush tickets may vary, but when I was a student at ASU I was able to get tickets to broadway shoes for 50% off by buying them this way.
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Calling from deep in the heart, from where the eyes can't see and the ears can't hear, from where the mountain trails end and only love can go... ~~~ Three Rivers Hare Krishna
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