Used games? My impression is that the price of new console games is pretty well controlled. However I buy new and used games at Amazon.com, used games at Ebay, and sometimes go to Gamestop.
If I'm buying a game online it's usually in the form of a preorder. Shopto.net have always been the best for that though GAME, Gamestation all deliver the day before release, Shopto always have the best prices.
Or play.com.
Here in Portugal the prices of games are really high!! A game like Fifa 10 or Uncharted 2 costs 70 (that's 100$/60£), so I always buy my games online, in shopto.net, videogamesplus.ca or gameplay.co.uk.
I buy my games from play.com, thehut.com (Both in UK), videogamesplus.ca for US games and play-asia.com for Asian games. I live in Finland and games here cost ~70.
Before I was media and got games for review purposes I'd just wait till the end of a consoles life. Right when the new one comes out. People are ditching them for crazy cheap, particularly in the US. When everyone was moving to PS2 and Xbox I got the Dreamcast and 20 games for like 60 USD. Once the next gen is out though then nostalgia creeps back in and you see games going back up... like with the N64, Genesis, or NES... there were times though when you could barely give those games away.