Except when some rival teams meet, regular season games are rarely sold out, so the easiest way to get tickets is to buy them at the arena right before the game.
I'm not from the Zurich area and rarely visit the three arenas you listed, but from what I know, Zug's is old and uncomfortable, and Zurich's is not made for hockey, so Rapperswil would be my first choice. Regarding the quality of play, all three teams are in mid table.
You may also want to give Kloten a try, good arena and they are playing well right now.
I've been to the revamped Hallenstadion for a concert... looks quite nice now, my pick for best arena in switzerland. No idea how it is for hockey tho. Lions vs. Flyers games used to be pretty entertaining.
Kloten is actually Zürich, Zürich Lions and Kloten Flyers, both of them are Zurichian (or I don't know how we say in english).
Anyway, in the area, Kloten is the best place for ice hockey! The team plays very well and the stadium is modern.