I have purchased a couple of tickets to the National Philharmonic performance at Palace of Arts, using the internet site (mupa.hu) just before our trip to Budapest.
The place is very impressive, interesting architecture and beutiful interior. The Bella Bartok National Concert Hall is one of the best - the sits are comfortable, the view and sound is great. Nevertheless the tickets were not expensive.
Tram stop is right near the entrance (2 and 24), and it was very simple to get there.
We had luck to hear Alexandra Soumm - she was playing the Sibelius violin concerto, and it was a breath taking performance.
If you like to enjoy some music when staying in Budapest this is a perfect place to go.