Honestly it really depends on the day. I've been to shows were they ran at a 1/2 house and some days where it's been sold out days prior or that morning. Are you looking to go in the summer or on a Saturday night? If so I would book in advance. Also does your seat location matter?
You don't have to buy them in advance, the box office is open up until shortly after the last shows start time, however you may want to check to see how close to selling out they are before driving over if your going to buy them at the door.