I prefer to buy from a local gun shop, but that's get'n hard to do with so many go'n out of business. I still hit Pistole's Gun and Pawn in Clinton pretty regular, he also cuts my hair, pawn shop, gun shop and barber shop all in one.
I almost hate to admit it, but the last few guns of mine were bought at gun shows. Gun show sellers like people with CCW's, they don't have to make a phone call to check you out. I order parts online quite a bit, too.
New guns- Stovall Precision Arms
Used guns- Where ever I can find the best price on whatever I am looking for. Word of mouth, the classifieds or where ever I can find them.
Old or Specialty guns- I hit Gunbroker.com And by specialty guns I mean things that aren't always available on the shelf... say a Model 11 Remington, or a S&W 610, or Springfield Micro. Stuff that ain't always the biggest sellers and movers in the retail biz! I've gotten some really great deals on gunbroker!
I hate to admit it, but I'm tight with my gun/hunting budget. It's pretty meager by some folks standards so I try to get the best value I can possibly get. Sometimes I miss out and sometimes I score!!!
Usually people around here local will part with them after christmas usually only being used one season. Passed up over 10 deer rifles this year alone. Now if its something i want, usually macks or the sportshop that offers the best deal. Bought a spagetti gun yesterday from macks.