So the show is sold out and everyone knows it, what now? The first thing you need to do is bookmark the web page for the event at the primary ticket provider. Occasionally they have tickets held back for the artist, media, labels, or other luminaries. If those people do not want the tickets they will often be released back to the primary ticketing provider. Sometimes you may find one ticket other times you may find 8 or more. Grab what you need and alert other people on Craigslist or message boards who have posted wanted messages to increase your karma.
Simultaneously with checking your bookmarks multiple times a day you need to be on Craigslist, eBay, and your preferred ticket broker website. With these three website at your disposal you need to gauge the supply against the amount of bidders on eBay, amount of wanted postings on Craigslist and the supply on the broker site of choice. Be aware that inventory may overlap between all three sales venues.
Now that you have an idea of what the market is doing you have to gauge the market. Here it is often just economics 101, supply and demand. If the band is getting hotter and hotter with more and more press and blogs covering the band the prices are soon to go up, so you should figure out what price you are willing to pay and buy. If there is not much buzz and the ticket market is stagnant hold off. I have seen people struggle to sell tickets under face for sold out club shows before.