Agreed — online rush can be a great option. It's so easy! I've done Rush on TodayTix a bunch (and I actually work at the company now). If you log into the app, you can actually filter by Lottery/Rush to see all of the options available.
I'm a longtime TodayTix user (and actually work for the company now) and can say that it's often a great way to get last-minute tickets. TodayTix currently has tickets available for Thursday and Friday for both "Gary" and "Burn This."https://www.todaytix.com/x/nyc/shows/14698-garyhttps://www.todaytix.com/x/nyc/shows/14600-burn-thisYou can also log into the app and filter by day to see what's available day of. Hope this helps!