It depends on what type of ticket you want.
Reserved. I would ring Penrith and buy over the phone asap.
GA. Just rock on up and you will get in. The only time I think the ground was a sell out, other than finals and then they capped the number, was Round 26 last season and as far as I know they didnt close the gates. It made it very uncomfortable for a lot of those in standing areas only, I believe. Rhino will be able to tell us exactly though he was once Penrith's gate keeper! ;-)
Due to our last two losses and I think they are predicting wet weather, I could safely say you would be alright at around 4.00 in getting in as GA. Better because that's what I am doing.