We just went last week and had to pick up our tickets at the Will Call window 45 minutes before the show. They actually opened the doors a bit before 8:30, and we enjoyed having the time to find our seats and get some snacks before the show. You also don't want to be getting there too close to 9, as there is a bit of show that starts prior to that time!
We LOVED the show - it was our first time.