Every Monday-Saturday at noon, lastminuteticketshop.nl posts a list of shows for which they're selling tickets at 1/2 price. Shows are always that night (or the next day, on Saturday). You go in person to the Uitburo office, in the side door to the Stadsschouwburg theater in the Leidseplein. Actually, inside the office, displays tell you how many tickets are left for each deal, which is handy if you're acting as ticket agent for a group of friends or something.
Not every show in town appears here, obviously, but I've gotten some pretty great tickets here: Bimhuis (a few awesome shows and one less awesome show), Muziektheater, Muziekgebouw, Indonesian shadow puppets at the Tropentheater, Mark Morris at the Carre (a show at which THE QUEEN was also in attendance), some good performances at the Concertgebouw... oh, ha, I almost forgot about Blue Man Group.
If your Dutch sucks, look for LNP ("language no problem") next to a listing. Thu - Sat you'll always be able to find SOMETHING worth seeing. It's come in handy a lot when visitors are in town -- they often want to do something interesting but don't care what. I did miss a ballet once that I really wanted to see, by refusing to pay full price and just waiting for it to come to the Last Minute Ticket Shop. I'd only advise waiting like that if your schedule is immensely flexible. And if you are very cheap :) read more