CD's. If new music I buy from the band's website. If used: eBay. Specifically the declutter store. Best prices. Free and fast shipping. Huge collection.
I research all CD's on the DR Loudness Wars site to find the recordings with the best dynamic range and then find them on eBay.
We have a nice used vinyl store a few blocks from my house but I'm not into vinyl. The guy has lots of CDs. Would love to do business with him. Unfortunately they are not organized. No way I'm browsing shelf after shelf of CDs trying to read the vertical spine of a jewel case in hopes of possibly seeing something I'm interested in.