For classical music, www.jegymester.hu can get tickets for almost anything, I have used it and can vouch for its reliability. If you want to get good tickets for the Opera most of the good seats get block reserved by agencies and you can only get the cheap seats (about £2-£5), the reservations get freed up 48 hours before a performance. However Ticket Express (www.tex.hu) can be found two minutes from the Opera House and tickets can be bought there. Be aware that some opera performances are held in the Erkel Szinhaz which is near to Keleti (East) train station, and it is not as nice and the acoustics are not nearly as good. Still I was there recently and enjoyed it all the same.
Ticket express would be able to provide tickets for other music events too.
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