I used to buy them from PlayAsia, and before that, from Lik-Sang. But these days I just wait for the local release and buy them at K-mart.
GameStation or Argos in the UK (always check Argos prices online, they are cheaper than in store and if you reserve the game online you can pick it up in store for the online/cheaper price ). I occasionally buy games on eBay or Play.com but not too often.
Hah, smart. But sometimes it's good to buy new if you plan on playing games that have longevity and replay value.