Stubhub usually keeps tickets available up until about 2 hours before gametime, then the listing closes. If you decide on gameday, I would buy them and then print them at the hotel. You can probably let them scan the barcode right off your phone/tablet, but I like having paper in my hand.
I'd imagine you'll find scalpers outside the arena, but make sure you're up for doing a little bit of haggling if you want a good price. Also make sure the tickets are actually together and in the section of the arena that you think you'll be getting. Of course, this route you're also taking a bit of a gamble that the tickets could be fake, although I'd think that's a pretty low risk for a preseason game.