I buy from Amazon.com and .ca, occasionally .fr or .co.uk (US, Canada, France and Britain). I've also purchased from JPC in Germany.
I occasionally find some classical selections locally in stores, but about 85% of my overall (200 titles combined SACD/DVD-A) have been online purchases.
When I started purchasing SACD and DVD-A, I picked up about 60 titles from yourmusic.com. Now there are not many left from that service but there are a few at $6.99. I have picked up about 50 titles used online, eBay, Amazon marketplace, and the various forums including this one are some examples of sites I recall using. Local used CD stores if you have any are worth checking out. Entertainmart often has a few as does CD Warehouse, FYE and others.