If the concert is sold out, all is not lost. They are available for the face value. Riskier is going to Symphony Center and see who's selling unused tickets on the street. It's not legal, even if the seller is not inflating the price. Getting there Symphony Center is on South Michigan Avenue just south of the Art Institute of Chicago and across from Grant Park.
Taxicabs are plentiful.
Parking is available at several lots. But note that the Grant Park North garage is closed this season for renovation, which puts the squeeze on other area lots. The CSO makes things easy. Candy, cocktails, soft drinks and coffee are about all you'll find. The concert experience Symphony Center is not a snooty place.