Check the SXSW website for details about who is playing where and when (see Resources below). Music concerts tend to be fluid affairs, so be sure to double-check the times and venues as the show approaches.
Circle the stage on the map where your desired show will take place. If you have time beforehand--and even though you might feel silly doing it--walk the route the day before. More than a few diehard fans have come away from the festival heartbroken because they got lost in transit.
Stake out where you want to be once the show begins. Again, reconnaissance can help you locate a spot with plenty of shade and ready access to food and restrooms.
Leave early and make sure you have plenty of time to make it to the show. SXSW is well known for its pervasive sense of camaraderie, so you may be grateful for the relationships you make while waiting for the show to begin.
Ask for help as often as you can if you become disoriented. Festival staff members are more than willing to help attendees with any concerns.
Confirm with someone in a uniform once you have arrived. It's better to err on the side of safety than trust a stranger who may know even less than you.