As an individual investor, it's tough to get IPO shares. And even when you do, it's hard to get more than a handful of shares.
The key is finding a link to one of the IPO's underwriters. Share allotment is controlled by the underwriters. Different underwriters underwrite each IPO, so you need to keep an eye on who the underwriter is to figure out if you have a shot at getting IPO shares. In order to get on an IPO, you need a brokerage account directly with one of the underwriters or an account with a company/brokerage that has a relationship with one of the underwriters. Some of the biggest underwriters include: Morgan Stanley, Citigroup, UBS, Lehman Brothers, Goldman Sachs, JP Morgan, Merrill Lynch, Deutsche Bank, etc. And even if you have a link to the underwriter, IPO share allocation isn't "fair" -- the most shares always go to the biggest and best clients of the institution. As an individual investor, you just can't compete with institutional clients, so you are lucky to get a handful of shares and most of your buying will have to wait until the security hits the market.