First off, I rarely buy retro games these days. I either own or have owned nearly every retro game I've ever had any interest in. As for the ones I'm still semi-after, they're either too expensive for what the game is, or I just don't care enough to track down a copy. Also, flash carts, ODEs and emulation has become so good I almost wonder what the point is outside of physical ownership or nostalgia. However, with all that said, I do still occasionally buy retro games and here are the places I pick them up from in order of frequency.
1. Facebook Collector's meetups and swap meets: I partially run a local gaming group with around 2000 members and we have quarterly swap meets where we all meet at a park or large venue like someone's business, and all buy, sell, and trade with one another. I prefer to buy retro games (and modern games) at these venues since you're most likely to get a good deal from a local collector or reseller than you are someone who has to worry about paying rent or keeping the lights on in their business. You also don't lack the interpersonal connection like you do in online marketplaces or ebay. I used to buy a ton of stuff from these swap meets back in the day, but now I primarily wear the hat of seller at them. I still buy a few things every swap meet, some retro, some modern.
2. Ebay: Sometimes I don't want to wait to come across something in the wild or at a swap meet, so I just save myself the hassle and buy it from an ebay seller. I might be paying slightly more for a game or whatever than had I waited, but the way I see it, the convenience of being able to get it right then and there makes up for the months or years it would take me to find it for a good deal elsewhere. I typically only do this on stuff I really, really want.
3. Independent Game Stores: I treat this option the same as I do Ebay; if its something I'm actively looking for and an independent game store happens to have it, I'll buy it assuming the price is reasonable. The main reason this ranks below Ebay is because there aren't nearly as many stores as there used to be, the stores that remain are typically overpriced, and it's fairly uncommon to have any of the stuff I'm still after.
4. "The Wild": This is pretty much any place where you'd traditionally find a good deal, so like thrift stores, garage sales, pawn shops, or flea markets. I've more or less completely given up on these places since they all know what they got, or don't, and just significantly overprice it because they assume old = valuable. This used to be my primary means of collecting old games years ago, but that time ended around 6 or 7 years ago. I do occasionally look for games in places like this, but it's 95% when I'm there for some other reason (movies, tools, whatever). I rarely ever go out game hunting for the sake of looking just for gaming deals since there just aren't that many to be found anymore, and they are almost guaranteed not to have the stuff I'm still after.