They sell them online, too - I got mine that way a few years ago.
Go to the WDW website (http://www.disneyworld.com), and click on "Buy select tickets in advance and SAVE" under World Highlights. On the page that comes up, scroll down and click on "Special Events". It sometimes takes a couple of days for them to add new tickets after they go on sale over the phone though.
I bought my tickets online last year--had it set up to pick up at the "will call" window so I avoided the $3 shipping costs as well. very simple, very easy