worlds foremost expert on IPO research... Jay Ritter, University of Florida. http://www.cba.ufl.edu/fire/faculty/facultyinfo.asp?WEBID=1027 Published and working papers sections have some pretty good material
Here is my research, a spreadsheet of the last 100 IPOs sorted into the biggest winners from opening price to all time high. You can sort it any way you like using Data/Sort in Excel. It is an Excel 2003 spreadsheet.
Ask your broker for some shares. Do some research after a company files for an IPO and request shares "when issued". Simple as that. Good luck. SteveD