Well day of is cheaper, but not guaranteed. If you can afford to get there early (and wouldn't lose more money than you would by going to work / buying on ebay) day of is pretty reliable - you'll almost certainly get *something* for the show. It helps if you know fans in the area and get lucky... every venue is different.
ebay/scalpers is one option - going there day of for box office tix or face value extras from fans is another. Both have pro/cons. Mailing lists aren't as good an option this tour just because most fans are looking to trade unless they get something better day of themselves due to the crap presale compared to elevation.