Do you have to buy tickets in advance or can you get admission on the day?

You can buy on the same day but will need to wait in line. We had nyc city pass which turns out cheaper and we didn't have to wait in line. We zipped through quickly.

I bought tickets on the day, but the wait was over 2 hours so I bought skip the line tickets right there instead of the regular $22. That too it's an option. I'm sure online is a little bit cheaper so may be a better option.

both ways

You can do both ways. Buying in advance can save time if there's a queue on the day and the ticket valid for one week.

I bought the tickets online, but i saw some people buying tickets in place, i do not know whether the price is higher in place, tho.