In terms of price, it usually tends to go like this (from most expensive to least):

eBay (for specifics, at least.. everything's L@@K! ULTRA RARE)
Indie game shops (for anything first party or brand name, i.e. Mario 64 going for $35 because "Mario is Mario" -_-)
Gamestop (they have more of an "out with the old, in with the new" policy so you can find some insane clearance deals)
Thrift/2nd-hand stores/Private sales/Auctions - A cheap and totally random goldmine