I do a bit of everything. Online, pawn shop, craigslist, tool store, big box store, parts store, supply house, and tool truck. The only thing I can think of that I haven't haven't tried so far is eBay. It really comes down to a number of factors like ease of warranty, price, quality expectations, where I have to go to source certain items... etc.
When buying used, you've got to be patient and know the cost of buying it new. That pawn shop is an example of one that probably hoards stuff is therefore a waste of time. The type of pawn shop you should be looking for should have excess inventory and bins full of assorted tools or at least a well organized one with a limited amount of stuff at reasonable prices. There was one where I fished out an 18mm Snap on wrench for $3 as well as a Snap on mini pick for 50 cents. For buying used, I've had the most luck with estate sales I found on craigslist though you'll also be dealing with loads of idiots who don't mark down their stuff enough like that pawn shop.
As for buying stuff new, each sources has its pros and cons. Online prices aren't always the best and technical and warranty support is often limited. Sometimes when stuff in brick and mortar sources go on sale, the pricing might actually be a tad better than online and having someone on the ground to deal with your warranty problems is critically important for certain brands with limited customer service support.
