The last time I went to Sea World, I payed an extra $7.00 per ticket to have my family go on the guided tour. The tour included reserve seating at all the major stadium shows, including Shamu, the dolphin show, penquin show etc. The tour allowed my son to be picked to sit on top of Shamu's back-Wow! The tour also included other sights that we got into without having to wait in line.
I'm sure it is more costly now, but even still, I would highly recommend it. We saw most of the major Sea World event in well under two hours, and still had time to roam around without feeling so worn out standing in long lines.