They don't take reservations, but the shows do fill up fast. I believe the shows are now dark on Tuesdays and Wednesdays.
For the 11:15 show, I would get there around 11:00 at the latest and 10:45 if you want to be near the front. You line up on the porch for the first show until they let you in a few minutes ahead of time. The show lasts about 25 minutes, I think.