Like most have mentioned already, stay away from Time Square and near the stadium. If you can afford a nice hotel in Manhattan, do it. If you're looking for something more affordable, there are a few hotels in Queens right over the bridge that are good. This Four Points in LIC is in a good spot, and a block from the train:
http://www.starwoodhotels.com/fourpoints/property/overview/index.html?propertyID=3540
Whatever you do, don't stay at the Best Western Plaza Hotel on 21st in Queens. This hotel is a block away from one of the worst projects (Queensbridge) in all of NYC. Also, if you're staying in Queens, don't use the M train stop at Queensbridge for the same reason. Walk to Queensboro Plaza and take the 7 or N.