We've always bought in advance, but there's really little benefit so we've decided not to bother this time. The problem is that you don't get the passes themselves, just certificates which you exchange for APs when you arrive. The process for exchanging or simply buying is identical. The only possible benefit is that you might beat a potential price-hike, but then you have to weigh that against having to shell out earlier.
I'm always keen to leave MCO as soon as possible so I wouldn't buy them there. Will you go to a park during your first evening? If not your pass will start a day earlier than it needs to - probably not really an issue, but you'd kick yourselves if you happened to be booking a trip a year on and the dates fell wrong.
If you will be visiting a park on the first morning, I'd be inclined to wait and get them there. You'll be 'up and at it' early, so it shouldn't be too busy.