Thought I'd throw my $0.02 out on the topic, since I was curious about it when I got here and didn't get many good answers... Hope this little primer helps...
Scalping:
Rule is (or at least what it seems to be) that scalpers have to be across the street(s) from MMPUS to talk money / sell tickets.
You can generally identify them in 4 ways: they are at specified locations (i.e. places with 'tickets' signs and folks sitting down), are the guys approaching you asking if you have tickets to sell, are holding up a couple of tickets not saying anything, or are asking you if you need a ticket.
Its a barter economy. Many of the scalpers buy extras from folks at deeply discounted rates, not sure how the others get theirs (perhaps someone else can opine). I have occasionally payed above face (at other venues) for VERY good tickets (front row dugout, etc.), but usually am able to work 25%-50% off the price at MMPUS. Often times (if not most of the time), the selections from scalpers are better than you can get ordering online or at the box office (especially from the 'established' scalpers, i.e. the ones in the 'marked locations').
If one of the scalpers doesn't have what you are looking for, another will. Often if the 'roaming scalpers' don't have the location you are looking for, they know which of their buddies does, and will call them over. Not saying it won't happen, but have bought tickets from scalpers about 15 times, and have not been stung yet (of course by saying this next time I will...).
ETA: Obviously the prices get better the closer it is to game time (and better still late in the 1st inning), although the section declines. IME, scalpers don't want to be stuck with unusable inventory and will work to get it sold. As for selection of tickets, MMPUS isn't exactly packing 'em in right now, so I don't think finding what you're looking for will be too big of a problem.
Other non-traditional purchasing options:
I highly recommend the [insert team name of venue you are visiting] ticket exchange as well for buying tickets. This is a place on team web sites established to allow season ticket holders to offer seats for sale. Although the prices on these are not typically 'bargains,' the seat selections are usually excellent and there is no worry that your ticket may not be valid.
I also recommend perusing the EBay ticket offerings as well, as oft you can get good seats for legit prices there too.
Anyway, hope this helps someone save a couple of bucks and gets 'em closer to the action than they otherwise would have been from buying tickets at the ticket office!