Can you buy tickets AT the venue to avoid the HANDLING fees?

Yes, you can but that may not be the case for every event held there...

If you buy ticket at the venue there is only one tax added on to the ticket. There is nothing extra like when you buy them from a third party.

Yes you can

Yes to avoid 3rd party fees but no guaranty that there may still be hidden ones from mattress firm

Yes you can, but i think the fee will happen regardless of where you buy it