You can do a search online for some discounts on tickets. However, I have found the best deal (if you are flexible in what show to see) is to wait until you get to Las Vegas. Go to one of the tix4tonight offices on the day you want to see a show (There's one on the strip) and you can get half price tickets for shows that night.
Check out the link below for more info on tix4tonight.
http://gosw.about.com/od/lasvegas/a/tix4tonight.htm
I believe the box offices open about 10AM but they get tickets throughout the morning and afternoon. So if you go there and don't see a show you like, check back later in the day because they keep adding shows.