Collecting for retro systems can be expensive if you only do so online. That is because when people sell to you that way, they generally know what they have. You can easily look up the price of something before you sell it, so it's of benefit to you to look for ways to get deals offline. What you get will be fairly random, but it will always be a much better deal for you.
Figure out if you have pawn shops in your area that have games, but realize they aren't going to be cheap a lot of the time. However, sometimes people do not know what they have and so they may have one price for all of their old games and you can find a gem. It's worth it to stop in and become familiar with the types of items they get in so you can see if unique games pop up from time to time. If the owner isn't a gamer then you may have a good chance of getting a great deal.
Garage sales are the best places to get yourself an awesome deal on old school games, but you have to have the courage to ask about whether or not they have anything. At times you'll go to a garage sale and they'll have nothing there but if you ask the person running it if they have older games then they may just surprise you. Sometimes people don't know they have something that people collect and so they don't think it's worthwhile to add to the sale they're having.
Thrift stores are a place to check out because when people donate old items they may mix in games. There are some thrift stores these days that are making it difficult to get good deals on games because they do look them up before selling. However, there is still hope because some haven't lost sight of what they're doing just to make a ton of money so don't be afraid to check around in your area. At times even the bigger chain thrift stores will price a rare game or console low on accident.
Flea markets are a goldmine only if you beat re-sellers to the punch. There are people that show up the the flea market early that are going to work there for the day, and they buy up all the cheap games they can find and sell them for a higher price. You can tell who these people are because all of their games are priced high and you know when they have struck when all the booths you visit are left with bad games that nobody wants.
Once you get a handle on what it takes to get into collecting for retro systems offline it's easy to see the benefits. You'll save money and you can experience the thrill of finding excellent games and hardware in the wild. It's much more fun for some than collecting online where you know what you are getting and are having to pay exactly what it's worth.