I do not live in LA so I can't give suggestions but can answer some of your questions. Toys R Us is a large chain toystore. It is not a bad store but since it is a specialty toy store, their prices can be a little higher than other discount stores like Walmart or Target. Both of which are great places to find Transformers. If you are looking for Masterpiece Thundercracker or Optimus Prime, then you have to go to Toys R Us as they are the exclusive seller of those toys. However you can find fall of Cybertron toys in just about any toy store that sells transformers.
You won't find any 3rd party toys in any of the regular toy stores. Those toys are not made to U.S. toy safety laws standards. You might find them in an import shop of some kind but then again I am not sure and since I don't live there I can't help you with that. Most of us order 3rd party toys at online retailers such as
BigBadToyStore or
TFSource. I don't know where you are from but it might be cheaper getting stuff shipped from
Robotkingdom which is based in Hong Kong.