You save money by pre-purchasing it. You can also buy it at the ticket booths, near the ticket booths, and inside the parks at multiple locations. First thing in the morning, theres often a long line to buy express outside the parks and little to no line inside the parks. If you have the money, I’d say it’ll probably be worth it when you’re going. It’s spring break season and will be busy, especially on the weekends.
There’s two types, with a significant price difference. One is once per ride; the other is unlimited. Either way, you enter the express line and they scan the ticket you got when you purchased it. It works for everything but the Jurassic flyers I think. It’s pointless at the shows though.
Another option is to stay at one of the three expensive on site resorts, as everyone declared as a guest on the reservation gets an unlimited express pass from check in day to check out day. If you have 3+ people the room pays for itself.