I've been buying tickets for years from 3rd parties, for many different events, and in many different states. Here's my advice:
The further out you buy tickets from a 3rd party (ebay, craigslist, stubhub, ticket brokers, etc.), the more expensive the tickets will likely be. The reason: sellers hope for the best and know they have time to adjust the prices down if the tickets don't sell. So say I had tickets that were $100 face value to the 12/31 game, I might list them on stubhub or ebay now for $300 each, hey if I can get a 200% return on them I'll take it, if not, I'll just go to the game or I’ll lower the price later. If I do really need to sell them, I will still list a high price but one that's in line with the other prices, hoping they sell. The day or two before the game, if they still haven’t sold and I really do need to sell them, I’ll start lowering my price substantially to try and sell them. Once that happens, they go quick though.
It’s risky, but the best advice I would give if you want cheap tickets is to wait till the last minute, then constantly check stubhub, craigslist, and ticketexchange (via ticketmaster), the day or two before the game, especially the day of, including hours before. That’s the best time to find somebody who is legitimately trying to dump their tickets. Man I had $100 tickets for the 12/31 game, but something came up at the last minute, don’t have time to get top price for them, just hoping to get something back for them, so I’ll post them quick for $50. This actually happens, but warning they go quick, so you really need to constantly check. Personally I think ticketexchange is the best bet for this, since you’re dealing primarily with season ticket holders trying to sell tickets to games they can’t go to, not brokers or people trying to flip tickets for a profit (although they are there too). If you got nothing to do the day before/of the game, just sit on the couch with your computer watching tv with the various websites up and just refresh the pages every few minutes. You will find some deals this way, but warning they’ll be gone within minutes.
The last time I personally did this was the day before Thanksgiving this season. All week I had been monitoring tickets prices, they were hovering around $75 each. About 3:30pm the day of the game I finally got tickets for the 7:30pm game for $32 each (with fees though it came to like $38 each though). A couple of hours earlier I saw a couple of tickets posted for $40 using this same method, but was a little too slow and missed out (but it worked out in the end for me).