I bought tickets last year from Ticketmania. Great prices and excellent service. We'll be using them again for our trip in July.
As for transferring your tickets to your room key, I've never tried to do that. However, I've heard that sometimes they will do it for you but they don't really like to do it. We haven't bothered with it since there's only two of us, but I could imagine it'd be easier with a large party.