I have gotten tickets the day of the show for Wicked- although it was always a single seat when I did it online.
However, the cancellation line would be a good idea because if you're in the front you have a good shot.
Generally, I don't buy my tickets until a day or two before the actual show so for me that's normal to order them close to when I'm going.
And hang on, when did you win the discus?