shops, then a distant second shows, then a distant distant 3rd ebay, then even further distant forth mail order/internet
I buy from several sources. Most are either directly from the Mint, or from my local coin shop. State quarters I usually get at the bank, or circulation, and I occasionally shop flea markets and eBay. Once in a great while, I'll go to public auctions, but a lot of bidders get "auction fever", especially for silver dollars. I've seen them spend $40-$50 each for common-date Morgans. So I usually bid on less well-known coins, to get a better buy.