Check the usual places: used bookstores, yard sales, older comic book shops, older game stores, value village, goodwill, salvation army, etc.

I have picked up good stuff from all of these places over the years but it really does take a lot of time.  The free listing places like craigslist are also good but also filled with lots of people wanting high prices.

Good hunting!

I never use ebay.  



I use Amazon occasionally, if the price is right.  But you have to shop carefully there as OOP RPG items listed on Amazon are often (in my experience) way over-priced.  On the upside you have virtually complete protection from fraud as a buyer.



I can sometimes find what I want at my FLGS.  They deal in OOP stuff and they are always taking trade-ins.



I also buy and trade items from the folks here at the Acaeum, and this has really turned out to be a great resource.  I've never had any problem with anyone I've dealt with here.



Vague Disclaimer -  I have a very modest collection compared to most of the posters here, and I haven't been actively buying much recently due to economic reasons.

Noble knight and rpgmarketplace.com are both good.  Troll and toad has a website, though they are also all over eBay and have a mixed reputation.  Half price books is usually more "modern" stuff, but worth looking at their gaming section if you are in one.

Amazon can complement Ebay very well. Sometimes prices of items on Amazon can beat Ebay or other retailers if you neglect the crooks like international books, etc. Downside is that Amazon doesn't allow a buyer to combine shipping costs from the same vendor. Pitty.

I have bought RPGs from Nobleknight for years. Sometimes prices can be high but the condition of items are graded very honestly. If I cannot find an item on Ebay or Amazon, chances are NKG has it; their inventory is immense.

Troll and Toad is a great place to buy common, non-expensive items. You can't beat some of their prices. I have found items graded "new" condition are in fact mint. I have not bought "Used" or "Fine" or lower graded items so I cannot comment if their conditions are generally accurate. Some people have reported problems buying from T&T; the only problems I had are items showing up on their website that actually aren't in inventory after purchase but the money was refunded.

Hitepointe.com used to be a great place to buy in the past.

Try searching Google, you might get lucky and find the  RPG of interest from some obscure comic book or used book store out there.

Man I remember back in the late 90s to early 2000s, you could get huge lots of great stuff for cheap. Nowadays it seems everyone has a marked up Buy-it-Now on each piece. I figured it would turn out this way so I splurged!