I tried that once (Intertoto vs. Marseilles) - what a disaster, they ran out of paper tp print the tickets and it took forever to get them. The last time I went i picked up the tickets at Lazio style which is just across ponte D'aosta on the other side of Piazza Mancini just as the match was starting. It wouldn't be a bad idea to contact the official biglietteria and let them know you'd like tickets -they're fairly accomodating to foreign Laziali like us.