Depends on what kind of tickets.
I usually just get them directly from Disney (either by phone or website) and get the advance purchase savings.
People report saving a couple of dollars a ticket using 2nd hand ticket brokers, but I've never seen the savings be enough to not just "one stop shop" with Disney. The exception to this is sometimes short park hoppers (2-3 day), which sometimes those middle-man seller sites have at a decent discount on those. However, especially since MYW was introduced, you really can't do a heck of a lot better than officially getting them from Disney.
Good luck!
NED