In case you are not successful in procuring Palio tickets, you can watch the trails in the bleachers each of the three days before race day. We did this and, though it was not the actual race, it gave us a great feel for it. Siena was already decked out in it regalia and it was very colorful and festive. I highly recommend Rick Steves’ travel guide book. You can pick it up at the library or your favorite bookseller. Here is what I took from his website:
Siena’s palio is always held on July 2nd and August 16th.
The trials that take place in the morning begin at at 9:00am. In the evening, there are trials at 7:45pm for the July Palio and 7:15pm for the August Palio. For the morning trials, plan to arrive between 8:30-8:45am. For the evening trails, plan on being in the piazza one hour in advance of the start time.