So there are basically two types of tickets: the ones you can buy from the TicketMaster and the ones you'd mortgage your house and give your right arm for if only you knew how to get your hands on them.
The first ones are pretty easy. You go to TicketMaster and buy them for whatever price they're listed for. Or, if it's for a game that isn't very popular, you can try a broker web site and maybe find them for below face value.
Now, the second kind those impossible-to-get tickets that sold out in 3 minutes and are the only thing in life you want ever:
It turns out there's a whole world of "ticket brokers" out there who collect those tickets and then resell them at ridiculous markups. While I wish this wasn't the case and I harbor a secret hatred for these glorified scalpers because their whole business is taking advantage of fan loyalty, I also appreciate that they sell the tickets I otherwise wouldn't have access to. Now, the prices of those tickets are sometimes outrageous, but sometimes it's worth it. Like when the Bears go to the Super Bowl this year (yeah!), I'll pay thousands to be there.
If you are forced to go through a broker, I highly recommend TicketLiquidator Bears tickets. Their customer service is good, they have a huge selection, and their prices are (relatively) the lowest I've found.
I also, with hesitation, recommend taking a look at Craigslist before you buy from a broker. Sometimes you can find unbelieveable deals from other fans selling their tickets just trying to make part of their money back because they suddenly can't go. But sometimes you get completely ripped off. It's a crapshoot. So, buyer beware but check anyway.