Not sure how many SNL fans are here, but I would highly recommend entering the lottery in August to see if you can score tickets. I went to the dress rehearsal this weekend for the Adam Sandler/Shawn Mendes show and it was the chance of a lifetime!!! Maybe it's because his cast was when I was in middle school, and really getting into the show, but it was just amazing. We saw 3 sketches that didn't make the live show and a news skit that didn't make it. It was awesome seeing how everything is put together, and to see Lorne walking around making sure it was set. Added bonus seeing Chris Rock and Kristen Wiig!!!!
I do believe you can try your luck for standby tickets, but that seems to require spending the night for tickets you may or may not get.
I would recommend going to the dress over the live show. It's the same, and it's longer, and it seems more laid back.
So glad I finally got to go see it. I've been trying to get tickets since you had to send in postcards