All the above. Plus listings sections in mags & papers. And even if you still miss hearing about it until it's "sold out" it's rare that the tickets really have all gone. If it's an event you really seriously want to go to, keep checking agency and venue websites a few times a day - it only takes a few moments. Phone occasionally. If it's a local venue, check with the box office in person whenever you can. Tickets become available from time to time for most "sold out" events, for various reasons. Be especially sure to make these checks as you get to within 2 weeks of the event, that's the most likely time for sudden availability. Even check on the day and, again, if it's local, GO on the day - lots of venues have day sales.
Using these methods, I've been to loads of "sold out" events - mostly gigs. I've never paid over the odds to touts or ebay vendors, and never will.