You can have them send the tickets to you overseas I am sure, and if not, if you know where you are staying in Taipei, have them sent to the hotel under your name and then inform the hotel, by calling them and speaking to the manager, and let them know you will stay there xx-xx and that you have concert tickets coming, do not throw them away. I have never done this in Taiwan, but have done this in other countries, depending on the hotel you are staying at usaully they are pretty good about it, that is if they understand your request. you could also follow up the phone call with an email. or if you have any friends here, send the tickets to them or even have them buy them for you.
Taxi's in taipei are not that expensive. there is an mrt around the arena but as i remember it is quite a walk, usually i take a taxi, so sorry i dont remember where it is off hand. you can get a cab just about anywhere, look for the ones with phone numbers on them those will be safer, but actually most cabs even ones without numbers or phone numbers on them are all registered with the goverment, but if its late at night youc an choose a cab with a phone number and a logo on it, there will be more of them throughout the city. you can probably also ask someone to call a cab for you at the arena, though i am not sure who you would have to ask to do that..