Ticketmaster predominately, followed by Stubhub. I've only used Stubhub a few times, and I do my best to find folks legitimately trying to unload tickets they cant use at close to face value, as opposed to those trying to make a profit on the tickets. That doesn't always work, and we don't always got to the concert.
I got awesome seats at the FedEx Forum to see the Foo Fighters off of Stubhub, I wasn't quick enough, forgot they went on sale, to buy direct from Ticketmaster, and other than some fees, I didn't pay much over face value.
On the flip side, I wanted to see the same show David mentioned, Tool wasn't coming to Arkansas, but they were going to be in Southaven, MS, Tulsa, OK, and Dallas, TX, all easy road trip, stay the night, and make a weekend of it road trip destinations. EVERY location sold out in seconds, I didn't get tickets, nothing on Stubhub, CL, or eBay but outrageous scalper prices. Add double or triple face value of the tickets to the cost of a road trip and hotel room, I no longer wanted to see Tool and Primus that bad. Sucks.
Our local rock station 100.3 The Edge, has promos regularly for their listeners, I'm on their mailing list, they actually don't spam too much, maybe 2 emails a month, plus they have early purchase codes for their "Edge Head" listeners. If it's a show they're promoting they'll email you a promo code for a discount or more often a code that lets you buy tickets a few days before they officially go on sale.
I saw Korn and Slipknot as an "Edge Head," for $10.31 as a Halloween promo the radio station ran. I needed hearing protection for that one.