I generally find Ebay/Etsy are the most cost efficient. Especially when starting off, but I do like supports the artists myself. So shows can be a good place.
It's nice ho have local shops. The area I live in doesn't have much but there is a local brewery that has local bands periodically so I try and buy some there. I don't have any spares but if I did I could probably start doing some trading with other people as well.