Oh boy, another section strangely similar to most of the other NES sites' How-To-Get-Games areas. Ah well, there's a few things I can add.
I'll start off with stores. There's always Funcoland, but the prices are a bit high, and since it's a national chain, trying to get a cut on the price usually does not work. Plus, being asked to buy a cleaning kit every time I set foot in the store can be extremely irritating. Pawn shops, yard sales, and second-hand toy stores are your best bet probably. I've also seen unopened (!) NES games at Toys 'R' Us up until a month or two ago. Though they only have Super Mario Bros. 3, Tetris 2, and the two Star Tropics titles, $7 a piece is an awesome price considering they're new!
Also, the internet is a good place to find games for cheap, both rare and common ones. I find the Ebay auction site to usually have the best prices. Lots of people sell off their old NES collections, and most ignorant people look away towards the N64 and PSX auctions. You also should check out these three news groups: rec.games.video.nintendo, rec.games.video.marketplace, and rec.games.video.classic.
This brings me to my favorite method of obtaining games: Friends. In the past I've gotten some amazing deals from my friends who didn't want their NES stuff anymore. One of my friends sold me his NES along with 20 games for $25, another gave me 5 for $3. And, one more let me have 8 games, including the first FIVE Mega Man games for $5 each. That might seem high, but the Mega Man games go for 2 to 4 times that much at places like Funcoland! And besides, I told him I'd pay him later, and it's been 6 months since then.
The most important thing to do is shop around, and make sure you're getting the best bargain out there. As always, there are exceptions to the rule though. For instance, if I happen to be walking through Chinatown, and I see a guy on the street selling imported Dragon Ball Z and Panesian carts for $15 each, I'm definately not going to come back home and see if there's anyone selling them for cheaper on the net! Use your judgement, get to learn the standard price for the games you want.
One more tip worth keeping in mind if you are or want to collect NES games, or any kind of video game for that matter: Make sure the damn thing works! Most places are smart enough to have a "no return policy", and you'll have to make some use of the cartridge and it's material if it doesn't work.