I see the guy above this post only ever wrote that one post, guess this was not the site for him.
Anyway, one of the best tips I can give collectors is to check their local thrift shops and salvation army outlets. You will almost never find a complete transformer there (I never did) but its a great place to find parts and placeholders. There is a junk market not too far from where I am which I visit once a month, and its made up of a bunch of small stalls where people sell the junk they find. I was able to find a nearly complete ROTF Leader Megatron for 5$ and a 90% complete Leader Deep Dessert Brawl for 10$.
Latest TFs: MP 10, Platinum Predaking and a huge original G1 lot (Optimus Prime, Springer, Grimlock, Slugslinger, Silverbolt, Skydive, Sharkticon, Thrust, Topspin, and Scorponok with Lord Zarak)