Rule number 1: never, ever, ever, ever buy your lift tickets from the resort ticket window without doing your homework and paying something less than the marked price.
If you can make into town you can buy tickets at about any outdoor, rental shop, or grocery store. Are the saving considerable? Usually not - $5 - $10 per day per lift ticket. I suppose that could add up after a few days if you have a group of people.
There's other options though.. hang out at the bar/restaurant/coffee shop the night before and talk to some employees. There's a good chance they can either buy them for you at a discounted rate or know another way to get them cheaper. Sometimes just having a discount card from the resort is all you need and usually their cheap. For instance Vail Resorts has the PEAKS program that's good at Keystone - check it out on the Keystone web site. You can buy lift tickets up to $12 off from the web site, or $6 at the window.
Now.. as far as ski rental goes.. if you need that I'd be careful where you go. The advantage to going to the shop at the mountain is if something breaks you can take it back there and get it replaced. It might cost a few more $$$ (actually it can be quite a lot) but it might save you some hassle.