The correct option is the first one: no improvement. The sentence should not be corrected.
This is a complex sentence because it contains a dependent clause ("if you are going to a concert") and an independent clause ("you should buy the tickets in advance"). Both clauses share the same subject ("you"). Moreover, this is a conditional sentence. The speaker is giving someone an advice, which is to buy tickets in advance in case that person is going to a concert. The second option is incorrect because the subject ("you") is missing, while the third option is also incorrect because it does not respect the structure of the sentence and it is in the passive voice as well as the fourth option. Moreover, the fifth option is not the correct one because it refers to something that should have been done in the past ("should have bought").