The last one I went to was the Napoli match back in March. That was one of those games where away fans were "banned," so I couldn't just go up and buy a ticket without a Cuore Rossonero card or without being a resident of Lombardia. So, I bought a ticket from some dude standing outside of the stadium. It worked out for us, but I'd definitely recommend just getting the ticket the official way (through the club, etc).
We'd stayed at the Hotel Manin (sort of near the Piazza Duomo, etc), but I wouldn't recommend it. Overpriced for what we got. I don't remember the hotels I stayed in on other trips to Milan, but spending 20 minutes on Expedia always helped us out a whole lot. How much do you want to spend per night?