If you want the most for your money, take a day trip to Houston and hit Soundwaves, Cactus, Sound exchange and Half Price Books. Buy used and you can stock up quick. Cons - check the condition of the disk before buying and you're limited in selection to what they have at the time. Pros - really cheap and you can check out new groups you've never heard of for a low price.

If you want something specific - buy online. Plenty of places where you can buy used CDs cheap even after adding shipping and handling.