Short answer: either eBay or my friendly-but-sadly-not-so-local-gaming-store.
Long answer:
I bought my first D&D book from eBay in (I think) 2010. I think it was the 3.5 PHB, but it might have been the entire core 3 (each from a different seller). I had been previously running my campaigns using the SRD, and it felt magical to have those books in my hand. For a long time, I was a DM who didn't even know D&D had books!
But those were all in used condition. The first mint D&D books I ever bought were 4e books when a gaming store 30 min away had a ''we need to get rid of 4e so buy 3 and pay for 1'' deal. Despite some of the good ol' 4e hate that had rubbed off on me from the internet, I bought the PHB, the two DMGs, and 3 Monster Manuals (or the first MM and the two Draconomicons), just to give it a fair shot.
I ran a session for one of my players, who had bought the PHB + Heroes of Shadow + Arcane Power, that night. It lasted well into the morning. I was surprised at how much we both liked the system.
That pleasant experience kept me coming back for more. I have bought almost all of my 4e and Pathfinder books either at that store or through people I met at that store.
Yours truly,
Someone relatively new to the hobby who feels like the odd one out in this thread.