I usually start with HDTracks (but their selection is rubbish and expensive, so I'll just take what's 88kHz+, there's no use getting the regular stuff from them). Then Amazon Marketplace (some fantastic deals on used discs there), then regular Amazon. Then eBay. For some imports though (in particular Israeli), sometimes disc importers charge a ridiculous sum (I've seen 80USD as the cheapest at times). iTunes stuff is of pretty decent quality recently (256 AAC), and their foreign selection is fantastic.
Surprisingly, I've had horrible luck with retail stores, even in Ann Arbor and Portland with all those independent ones. There's an awful lot of Pink Floyd in them, but ask for Sudol or Peles and they'll direct me to a section with nothing in it. Makes me sad. I'm probably just not their typical clientele.
My best luck is with the Amazon Marketplace. By far.
Interesting story: I was in a giant independent store in Portland, and when I asked if they had anything by Yoko Kanno, they said no, but that The Decemberists had similar stuff, and I might like that. I had never heard of it, so I got it, and when I got home, I was like Oh well. They aren't bad, but not what I was looking for.