I am surprised collectors don't like ebay, as a collector I have bought many coins on ebay over the years and 98% of the time I was happy with the purchases. In general there are 4 venues to buy coins:
1) Auction houses - ebay, Stacks, Heritage and Zhou are best for fair prices. There are other players, but in my experience they often have one or more of the following issues, above market price reserves, take forever to ship (months), inaccurate descriptions, shill bid prices (especially with mail or fax bid sheet) or require payment in foreign currency.
2) Major Coin shows - August ANA, Long Beach, Baltimore, FUN, Hong Kong and many others. These are best shows to meet the major dealers, once you know these dealers they will help you get any coin you want. Key to remember is each dealer specializes in different coins, so for silver X maybe the best, but for gold Y maybe best, take a look at their inventory on display to determine what they focus on. Also, many of these dealers have websites that list some inventory for sale, that can be a good starting point to find coins.
3) Coin shops - this is hit or miss (miss 95%). Almost all coins shop either ebay or sell to major dealer when a rare Chinese coin comes in, because they don't specialize in world coins and their local market often has no interest in buying world coins. Of course coin shops located in areas where many Chinese people live will tend to have nice Chinese coins for sale.
4) Private transactions - the key is networking or long term history as a dealer. For example, I have sold coins for the last 7 years, so I know what each of my US customers have assuming they haven't sold any, so when market gets hot I can make offers to buy back coins in bulk. Of course this is getting harder because now almost all my sales are to China, so I have no way to get the coins back in few years or decades. Also, collectors contact dealers because they are listed as NGC or PCGS dealers or advertising, I get a lot of cold calls every week asking what is something worth and every once in awhile get a nice hoard of coins.
As a dealer item coins shows, coin shops and private transaction make up most of my purchases. As a collector auction houses used to make up most of my purchases because I didn't have access to the other venues either due to time or ability to buy large lots.
