I tried the first Thursday and Friday of the run. Both times there were about 50 people, and I lost both times. On the Friday only, they offered $50 tickets to those who lost the lottery, and I got a ticket in the side orchestra about 12 rows back.
It's nice that they do the lottery indoors, considering the cold weather, and it's right in front of the HotTix booth, so if you lose, you can get get a last minute discounted ticket to something else.