I am going from midtown west to Yankee Stadium
Do I have to take the 4 train? I prefer to take the B or Q. Also coming back is it fine to take the b or q, or another?

NOT the Q: it doesn't go further north than 57th Street. You can definitely take the D or the 4 to and from Yankee Stadium. According to the MTA website, the B only stops there during rush hours.
mta.info/nyct/maps/submap.htm; click on a station to get more info on its lines.

Big thanks ggren, that's just what I needed.

Very welcome! Enjoy the game.

Use hopstop.com with the exact time and day of your trip. You'll get the best option(s).

The subway at gametime is a zoo. If you're so inclined, I recommend the NY Waterway's "Yankee Clipper" ferry. It's more $$$, but a very relaxing, sightseeing way to get there. http://www.nyyankeeclipper.com/

The MTA stacks up trains for when the game is over. Yes, the trains can be crowded but I don't ever recall waiting more than one train.

I think if you're coming from NJ, The Yankee Clipper is a nice idea. From the West Side, unless you're into the boat ride, it isn't the most expediant way home.

Check out yankees.com for full info on all ways to get to the sta (Lex Ave) - not the west. B or D are the other options, depending on day of week. And trains going there will be crowded - but that's part of the fun.