I'm primarily a jazz listener, especially the be-bop era. I found a variety of dealers in the back of Jazz Times magazine, 5 of which I still buy from. There are also your local independent record stores, which greatly need our help. And, as pikll mentioned, pick up a Goldmine or Discoveries magazine, usually found at your local used record store and you'll find a large number of dealers with listings within and info on record swaps/conventions.
Once you really get into it, dealers will get to know you, and give you heads up on up-coming sales or collections which are too large for them to purchase. This is where I've got my best deals, buying large jazz LP collections.
I hope this points you in the right direction, keep us informed how it goes!
Brian