As someone who has been buying games for a while now, most of the options have their cons LOL. I'm gonna just be super honest here.
I like ebay because I can see pictures of what I'm buying, find a seller who actually will ship my games IN A GODDAMN BOX AND NOT SOME ENVELOPE BULLSHIT, and of course you can get hard to find stuff there. Downsides? Scalpers of course. Plus the fact that 80% of ebay sellers don't take good pictures or even take pictures at all and send you things in shitty envelopes. You have to be patient and find the right seller. I love the fact that most of these ebay fucktards don't seem to realize that video game cases have GODDAMN SPINES because they almost NEVER take a picture of them. *Sigh*
Gamestop...no, just no. NOOOOOOO!!!!
GOG/PSN/Steam
Screw that digital, rent a license, no physical copy bullshit. If you're gonna go that route just find a fucking sailboat and hit the high seas. GOG is the best out of all of those shitty options though, at least it's DRM free and they give you extra goodies.
Facebook market place. Well, you gotta use Facebook so that's a thumbs down right there
Flea market. Really depends on where you go. Sometimes flea markets are barely above Gamestop in terms of the condition and quality of what you're getting, but you can find good stuff sometimes and get to know sellers. I would lump in pawn shops in this category too.
Electronic Store you know of. This is potentially the best option. I have found local businesses that are way better than some stupid Gamestop, better than shitty retailers like Target, Walmart, Best Buy, etc., and better than Amazon. Obviously though, this depends on where you live and what's available. There was a retro toy/video game store I lived by once that had things in immaculate condition, the store was clean, and they had layaway/pay monthly options. Being serious gamers/collectors themselves you could sometimes find valuable and rare stuff there.