I always kept a list and watched the For Sale/Want to Buy board here. I could always be sure I got the very best cigars at very good prices. I don't buy much odd stuff now, but if I was going to, I'd put up a post or just keep watching the board till the cigars I want come along.
Granted, that method requires a bit of patience, but it helps out other brothers, and I could generally work out a trade every now and again. That helps the wallet.
If that doesn't work out, I start shopping. I always find the best deals at small shops. If that doesn't work, I go right to Jack Schwartz.