I've bought tickets on the street many times, but the most recent time I was sold tickets that were purchased with a stolen credit card and therefore invalid. Even though it's just one data point out of many, that soured me on buying from scalpers and I stick with Stubhub for the most part. As somebody mentioend above, you can even buy on Stubhub with your cell phone and instantly use them. At other sporting events I've often waited until just before kickoff and gotten great deals on SH since people start panicking and lowering prices to make sure they get something.
But if you want the best deal, yeah, it's usually a scalper. I assume if you find somebody selling actual hard tickets (like a STH who can't use them all) you're probably safe. This as opposed to bought online and printed out, which is what burned me last time.