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You could also take the Metro North to Yankee stadium very easily. Use this link or download the MNR train time app. The only two stops you'll need to know in this case are Grand Central and Yankee Stadium. It's a 14 minute ride between the two, but more expensive than the subway.
Edit: I also just noticed that you could take the D train from 42nd Street/Bryant park (a short walk from times square) and it would be a straight shot to the stadium. 25 minute ride. $2.75 per person.
Google Maps will be your best friend here. Best of luck to you and enjoy the game!