For the recent/non mainstream I’d go for Piccadilly Records who are Manchester based or Resident records in Brighton. Both do mail order and quick delivery and you get the added benefit of knowing you are supporting an excellent record shop. Otherwise it’s amazon and their tax avoiding, profit maximising greed!
Cheapest for me is charity shops, but it’s hard work; very low strike rate sometimes. But sometimes you strike gold for 30p! Ebay is good for me, usually pay £2-3 including postage; loads of used cds sell for 99p. 🙂
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A record shop just opened up in Oswestry, a great little place selling new and used vinyl and some CDs. I got Tighten Up Vols 2 &. 3 today. Also had a long chat with the nice bloke who owns it. It was a nice break, then back to reality….