Our family has tickets to a Nicks game right before Thanksgiving. Is there decent food to eat right at the Garden (pizza and hot dogs are okay if they're good) or should we try to eat somewhere close beforehand?

If pizza is OK, you may as well get a couple of slices at one of the bazillion pizzerias in Manhattan.

Pizza is fine--but is there good pizza right near Madison Square? Or in it? We are not going to have time to go out of our way for pizza.

I haven't been to the Garden for a while, but I figure that any of the nearby places outside will have better (and cheaper) food.
There are a few pizza places in the area, but one of the best is at 27th street, about 6 blocks away. If that's too far, there are a few closer places with fast food and pizza on 7th avenue

Food is bad, expensive and there are long lines.

If you eat outside first it may not be much better, but it will be cheaper - and you won;t miss half the game waiting on line for it.