How do I collect? That's a pretty broad question.
First off, I only count physical games.
Now, as for my buying. I used to do in the wild mainly. I amassed a huge collection by doing that. I tend to brag that 90% of my collection came outside of eBay. I still look, just not as hard as I used to. I actually had fun find this weekend. I still get that little thrill from getting a deal, even if it's a small one.
I've had to go to eBay more in the last little bit, but I still say less than 10% come from eBay. I make a lot of my deals through this amazing place or NintendoAge. It's not near as much fun to just shop for stuff. I like the human experience.