Have any of you attended any concerts while in Europe? Is it best to buy tickets before I leave or test my luck the day of the concert? Or do you recomend buying tickets off of scalpers?
The answer depends on what sort of concert you have in mind and in what city. There's always exceptions, but the only concerts that usually sell out in advanced are if a world-renowned guest soloist or conductor is playing with one of the top orchestras (ie, Anne-Sofie Mutter with the Berlin Philharmonic, or Anna Netrebko singing at La Scala). Otherwise, I've never had problems getting tickets to any upper-tier orchestra or opera company on the day of the performance, although some of the seats were less than ideal. For the "greatest hits" types of concerts that you find throughout Prague, Vienna and Salzburg, you can probably buy a ticket five minutes before the start of the performance.
The method I'd probably use (if available) would be to reserve tickets on the Ticketmaster (or whatever) website and have these specified for "will call". The tickets would be picked up at the appropriate venue by presenting the credit card used to make the purchase along with a piece of picture ID.
I'd be a bit wary about using the Ticketsnow branch of Ticketmaster, as they charge exorbitant prices, as do the "scalpers" (Springsteen just "tore a stip off them" for their business practices!).
... and re-reading your question, I noticed that I just assumed you meant classical music. Sorry if that wasn't what you had in mind.
I have been to a few concerts here - Eric Clapton, Pink Floyd, Alice Cooper, Frank Zappa, Tina Turner and am going to Bruce Springstein this summer. I would get my tickets as soon as I could. Concerts often sell out, depending on the artist of course. Like the Stones for example, or some of the younger groups or singers that are popular. Not sure why you would want to buy a ticket from a scalper and pay way more for it. That makes no sense to me.
I have used Ticketmaster.nl for Andre Rieu concert in his home town of Maastrict, but use the actual Royal Opera House, Sadlers Wells, La Scalla, etc. web sites for their tickets, and always a long way in advance. You can either pick them up at 'will call' or if far enough ahead I just have them mailed to me. One note: if ordering tickets from Shakespeare's Globe Theatre, London, no matter what I have told them, the tickets are always mailed a couple of weeks before the play, and I am always somewhere in Europe, not at home, so I take a copy of their e-mail confirmation with me to use as my ticket. Enjoy!