Sign up for Goldstar's twice weekly emails for events. Goldstar is fantastic. The site offers half-off tickets to every kind of event you can think of, with plenty of comp tickets to comedy clubs, theater, and miscellaneous events. Other services are getting into the game, which is great. Add them too, but start with Goldstar.
Do you like a particular place, performing arts company, concert promoter or venue? "Like" them on Facebook. It's a great way to hear of special offers and discounts- especially for performing arts companies.
Corporations sponsor free family days at museums across the country. Yes, it gets crowded on days like these, but if you have a family you can save some serious money by checking out when they are sponsoring these- ask your local museum about it or check their website.
Work for a large company? Many of them are corporate sponsors of arts institutions. That may mean you get free membership. Find out if your employer does this, and what perks you can get out of it, then just show up with a business card and get you and a guest in for nothing- because you are a "member" courtesy of your employer. Working for the "Man" sucks, but sometimes it has its benefits.
The following are San Francisco specific, but there are probably similar deals wherever you live, so do some sleuthing:
San Francisco Opera: yeah, opera- the Western world's greatest art form is really expensive, but standing room tickets are only $10 and they are available for every performance. Check out the days when they have "Operavision" and you won't miss a thing from the back of the balcony, where the sound is the best in the house. Also worth checking out are $20 rush tickets for students and seniors. Additionally, know the seating chart and buy the seats that border the higher-priced section. It's usually an arbitrary line and there's a unique satisfaction to be had in knowing the person next to you paid a lot more for their seat than you did for yours. Also, every year at Opera in the Park and Opera at the Ball Park (which are free) they sell tickets for the entire season for half-off. Finally, if you or someone you're dating are under 40, join Bravo. Bravo members can buy tickets for $50 in the orchestra and $35 in the dress circle.
San Francisco Symphony has a rush ticket program available for everyone. Tickets are $20. Call them the morning of the performance @ 415 503 5577 to find out if they are available. Also sign up for emails from them. About a third of the way through the season they put everything that's not sold-out (which is almost every concert unless Yo Yo Ma or Martha Argerich are coming to town) for half-off. This way you can impress your significant other by planning in advance and still save some cash!
American Conservatory Theater (ACT): Rush tickets are available for students, seniors and educators for $20. For the rest of us, the first Thursday of every month is "Pay what you wish" night. The lines are long on these nights, but it really is what is advertised. Tickets are also much less for previews, which can be halved again by buying them on Goldstar or at Half-price tix online or at the Union Square box office.
The half-price tickets booth at Union Square. It used to be only for tickets for that day's performance. Not anymore, and even better, they now have a website you can buy tickets online from.
The San Francisco Conservatory of Music has free concerts every week.
Subscribe to get emails from http://sf.funcheap.com/ -they announce free events and have multiple ticket giveaways.