Solution 1
Let's multiply ticket costs by $2$, then the half price becomes an integer, and the charity sold $140$ tickets worth a total of $4002$ dollars.
Let $h$ be the number of half price tickets, we then have $140-h$ full price tickets. The cost of $140-h$ full price tickets is equal to the cost of $280-2h$ half price tickets.
Hence we know that $h+(280-2h) = 280-h$ half price tickets cost $4002$ dollars. Then a single full price ticket costs $\frac{4002}{280-h}$ dollars, and this must be an integer. Thus $280-h$ must be a divisor of $4002$. Keeping in mind that $0\leq h\leq 140$, we are looking for a divisor between $140$ and $280$, inclusive.
The prime factorization of $4002$ is $4002=2\cdot 3\cdot 23\cdot 29$. We can easily find out that the only divisor of $4002$ within the given range is $2\cdot 3\cdot 29 = 174$.
This gives us $280-h=174$, hence there were $h=106$ half price tickets and $140-h = 34$ full price tickets.
In our modified setting (with prices multiplied by $2$) the price of a half price ticket is $\frac{4002}{174} = 23$. In the original setting this is the price of a full price ticket. Hence $23\cdot 34 = \boxed{\textbf{(A) }782}$ dollars are raised by the full price tickets.

Solution 2
Let the cost of the full price ticket be $x$, the number of full-price tickets be $A$, and the number of half-price tickets be $B$
Let's multiply both sides of the equation that naturally follows by 2. We have
$$2Ax+Bx=4002$$
And we have $A+B=140\implies B=140-A$
Plugging in, we get $\implies 2Ax+(140-A)(x)=4002$
Simplifying, we get $Ax+140x=4002$
Factoring out the $x$, we get $x(A+140)=4002\implies x=\frac{4002}{A+140}$
We see that the fraction has to simplify to an integer (the full price is a whole dollar amount)
Thus, $A+140$ must be a factor of 4002.
Consider the prime factorization of $4002$: $2\times3\times23\times29$
$A$ must be a positive integer. So, we seek a factor of $4002$ to set equal to $A+140$ so that we get an integer solution for $A$ that is less than $140$. By guess-and-check OR inspection, the appropriate factor is $174$ ($2\times3\times29$), meaning that $A$ has a value of $34$. Plug this into the above equation for $x$ to get $x = 23$.
Therefore, the price of full tickets out of $2001$ is $23\times34=\boxed{\textbf{(A) }782}$.
--Edits by Joseph2718 (Reason: Ease of understanding)

Solution 3
Let $f$ equal the number of full-price tickets, and let $h$ equal the number of half-price tickets. Additionally, suppose that the price of $f$ is $p$. We are trying to solve for $f \cdot p$.
Since the total number of tickets sold is $140$, we know that $$f+h=140.$$ The sales from full-price tickets ($f \cdot p$) plus the sales from half-price tickets $\Big(\frac{h \cdot p}{2}$, because each hall-price ticket costs $\frac{p}{2}$ dollars$\Big)$ equals $2001.$ Then we can write $$fx + \frac{hx}{2}=2001.$$
Substituting $h=140-f$ into the second equation, we get $$f \cdot p +\frac{(140-f)p}{2}=f \cdot p+\frac{140p-f\cdot p}{2}=\frac{f\cdot p+140p}{2}=2001.$$
Multiplying by $2$ and subtracting $140p$ gives us $$f\cdot p=4002-140p.$$
Since the problem states that $x$ is a whole number, $140p$ will be some integer multiple of $140$ that ends in a $0$. Thus, $4002-140p$ will end in a $2$. Looking at the answer choices, only $\boxed{\textbf{(A) }782}$ satisfies that condition.