A few things I've picked up that might be of help...
o If you've got a 24 hour Wal-Mart Supercenter, check them out after 11:00 PM or so. This is usually when they put their stock out. This is one of the nice things about working a graveyard shift. This is actually where I've found most of my stuff.
o Target.com has a nifty feature that lets you check store availability for items, but there are a few catches. One, it seems to be based on SCU, and not DCPI. Also, this may show things like cases that are missing/stolen or just hanging around in the back room. Our nearest Target showed that Deluxe figures were Available for a week or so, and these turned out to be wasted trips.
o Don't go first thing in the morning to Target, Toys R Us or KB Toys. It's possible that these stores will stock things overnight, but more often than not, it's done during the day.
o In my experience, Tuesdays and Thursdays are good days to go looking, especially Thursdays. I'm not sure if this is because they're trying to get product out for the weekend rush or just a quirk of scheduling, but I've found most of my stuff on those days.
o For the love of Primus, don't just cut open boxes or go rifling through ones that are already open. At the very least, it's rude. At worst, I've known of vindictive managers who'll kick people out of stores. However, looking at boxes loaded on a palette isn't quite as bad.
o If you ask an employee to help you, don't be pushy, and don't be offended if they turn you down.
o KB Toys gets a shipping manifest. Toys R Us can look up item codes and see approximate arrival dates. They tend to do this for people who are regular, reliable customers who are nice people. This is why the previous list is so important.
And this is my personal rule... if I ever hear a kid in a store who is looking for something I have in my hands, I always give it up. This past Christmas, I snuck a Cybertron Soundwave to a mom after her son was upset they couldn't find it. She said it probably just made her son's Christmas, and that was worth more to me than having him on the shelf ever could be. (*end warm fuzzy moment*)