For many performers you can get in line a few minutes before show time and get a seat with no problem - especially at the second and third shows. If you really want a seat close to the stage, however, getting there earlier is a bigger deal.
For the most popular performers, and Davy Jones is one, you do need to line up earlier, depending on whether you care about being closer to the stage. The America Gardens Theater holds a ton of people, and soaks up lines which appear very long. We once joined a long 5:45pm Beach Boy's line in the middle of Germany. A cast member even came by and told us we would not get into the 5:45 show, but would be going to the 7:00 show. We made the 5:45 show with room to spare.
Have fun!!