The internet!
Really, that's the best place for me to get games. lukiegames, jjgames, mtgfanatic, japangamestock, just random google searches for random sites... those are generally the best way for me to buy "retro" stuff... ebay is bad since people keep overcharging for old games (though I sometimes find good deals on imports). For current-gen stuff ebay is not too bad ways to get used modern games sometimes for decent prices. Not counting the stuff I pre-order online, for that I just go wherever the best deal is (which has actually been Future Shop recently).
Outside of the internet... well, kijiji/craigslist is TERRIBLE here, so I almost never get any deals (people almost always charge MORE than retailers, it makes no sense)... Retailers (even independent ones) are terrible as well (though sometimes there's good prices on current-gen stuff)... The best place to get old games in person is really a specific reseller at one of the flea markets, but he knows game values so I'll never find really big deals there (though he's frequently under ebay prices).
Yard sales and thrift stores have never been successes for me, but still check them out, you never know.
