Every August, in the last month of the summer's raging sun, a new opportunity arises for you to, at last, see a taping of of Saturday Night Live. You can apply for the ticket lottery by email during the month of August only, so get to it!
There's no official entry form or anything—you just send an email to firstname.lastname@example.org with your name, email and a few lines on why you deserve a ticket. If you're one of the lucky few who wins, you'll get two tickets for a future show date for either the 8pm dress rehearsal or the 11:30pm live show!
And you could always try your luck for stand-by tickets, which are distributed at 7am each morning of a show on the 48th Street side of 30 Rockefeller Plaza. (Warning: You'll likely have to spend the night on the street to get one).