This is a beautiful building worth a tour in itself. Tickets are hard to come by, and the ticket office is almost impossible to find if you're not a local speaking fluent Portuguese! That said, it is a very nice place to watch a concert.
Seats are numbered from the center outwards, so you will find yourself sitting in seat nos. 9 and 11 next to each other, which is weird if you're not used to it. Brazilian audiences tend to be enthusiastic, and not averse to calling out requests, even at a classical concert!
Have your travel agent purchase tickets for you before arriving, and be patient with local "eccentricities."