At this point it really depends on the console and where you're looking for games. I buy most of my retro games off ebay now since nearly all the game stores, thrift stores, and other physical stores that carry retro games have all become significantly overpriced compared to ebay. I understand they need to increase their prices to keep the lights on, but at the same time, and as much as it pains me to say, they are operating on an outdated, antiquated business model of physical retail. I miss the days of physical retail being prominent and successful just as much as anyone else, but these companies seem to think that customer loyalty will keep people coming to their stores and over paying for their games. I know this exists to an extent, as well as people who don't know any better buying their overpriced games, but they are all operating on borrowed time currently. But anyhow they pretend that people can't easily go online and buy a game for $30 that they have priced at $45.
That addresses the where to buy, but now I want to talk about the current price trends among different retro consoles. I've noticed that the consoles that have long been the most popular to collect for have either plateaued in average price or even declined overall. Looking at the overall price trends of consoles like the NES, SNES, Dreamcast, Saturn, and several other consoles prove this. Looking deeper into what's causing these numbers, I've noticed that many of your more common, yet desirable titles have come down considerably in price since they peaked around 2016, while your rare games have either leveled off in price or continued to rise. Since those rare games make up the minority of titles of any given console they remain outliers while mostly everything else is dragging those average prices down or creating the plateau.
However certain consoles have been on the rise pricewise like the Genesis and its add ons, as well as the N64. I attribute these specific rises to two things. With the Genesis I think a lot of it is former NES and SNES hardcores not being content with getting most of the games they wanted for those two systems and needing to have more from the 16-bit era of games, so they've migrated to the Genesis to continue to get that fix. As for the N64 I think that age group that grew up with it whom were 5 to 13 when the N64 was released are now at that magical age where careers are happening, kids and other major financial obligations are not a factor yet, and disposable income is abundant. Also, nostalgia of their childhoods is strong and they are looking to recapture one last bit of it before they take the plunge into typical, boring adulthood. The same thing happened with the aforementioned 16-bit and 8-bit consoles several years earlier when people of that same age group, but during those generations of gaming, got the nostalgia itch and began causing demand and prices for NES, SNES, and Genesis games to skyrocket.
I still stand by what I've said for years now and think that this will all crash someday, not necessarily all at once, but gradually over time. People who are now kids or teens who never grew up with the NES or Saturn aren't going to give a shit about them once they reach their mid to late 20s; 99.9% of them have never owned or played these consoles, much less know what they even are (especially Sega consoles). Some of them might create a collecting boom for consoles like the 360 or PS4 someday, but I kind of doubt that given how radically different the zeitgeist of purchasing and playing video games is compared to how it was 20 or 30 years ago. I think all of this will culminate in all retro games declining more and more in price as time goes on. The only ones that won't go down are your ultra rare games like Stadium Events or NWC since these games are so insanely rare there will always be way more people wanting them than copies available. However, I can honestly see games like Little Samson, Panzer Dragoon Saga, or Sculptor's Cut dropping 30-75% in price from their highs in 10-years from now. At that point some of the oldest people who grew up with the NES will be in their 50s, and will be more concerned with their kid's college tuition, retirement, and paying medical bills than with buying a copy of Hagane.
So in short, be patient. I think that for those of us who stick with the hobby long enough we will be rewarded someday and the stupid high prices we've been dealing with for the better part of this decade will be a distant memory. The last bastion of high prices might happen once Gen 6 collecting fully takes off, but in 10-years even that will be cheaper to collect for than it currently is. I guess only time will tell, but at least to me my prediction seems to make complete sense.