Yes, you are allowed to buy tickets at the tour location. Obviously the tours might sell out, and you could be out of luck without a reservation.
You should try to be there for a tour. We recently took the ghost tour and the groups before and after us were quite large but it was a great adventure in a creepy place - lots of history.
Excellent info and advice! Thank you both! :)
I would purchase your tickets in advance. The tours there sell out quite often and it would be a shame for you all to miss going.
Update: Buy your tickets in ADVANCE - months if you can!!! All of the tours were sold out for our trip except one and we had to rearrange our itinerary by a couple of hours to be there at the time available. Glad I asked!!! Thanks everyone!!!Edited: 25 June 2015, 16:28