Rushing/last minute/lottery

Hi!

This is the first time I'll be doing this, but I'm going to be in nyc for about 2 weeks and want to see as many shows as I can.

Obviously it's going to be expensive but I would love explanations and help about the ways I heard to get cheaper tickets.

Rushing: What's the etiquette? Can/should you do it with every shows or only specific ones?

Lottery: Where do I sign up? When do I do it? On the day of the show or before?

Last minute: Where's the best place to get last monite tickets if the other two options are not available?

Anything else I didn't mention that I should know?

Thanks so much in advance!