I only collect G4. I check:
Target, Walmart, Toys R Us for most stuff (TRU usually most expensive of those 3, but watch for sales)
Hot Topic has many things I can't find elsewhere (if you can get it elsewhere, it is cheaper elsewhere)
Hastings has some of the same stuff as Hot Topic, but there isn't one near me.
ROSS and TJ Maxx has a small toy section and sometimes have older items for cheap
Zurchers Party Supplies had a big MLP section.
Family Dollar has the 3 inch brushables for $5 and sometimes have different styles than Walmart/Target/TRU (like non DVD version etc.) Also had some olser waves until I cleaned them out.
Walgreens has some older wave Fasion Style (found my Rarity there) and had blind bags for a while. Also valentines and calendars I didn't see elsewhere.
ShopKo has an MLP section in toys, usually more expensive though. They carry blind bags seasoally and heavily discount them when clearing out Jcall and ask by UPC, if they have any left from Easter in any store near you they would be down to like $0.50 each)
Safeway Market has an MLP section in toys (also called Dillons Marketplace, Fry's Marketplace, King Soopers Marketplace, Kroger Marketplace in other regions)
KMart sometimes had blind bags for $1.50 each at some stores (the rest of their selection was old and over priced, but they may be a good source for older wave brushables)
Dollar Tree has coloring books and the trading card value packs, and was the only source of a calendar earlier.
FYE has similar stuff to Hot Topic and was the only source for a black Rainbow Dash blanket and an MLP Christmas stocking.
Online:
hasbrotoyshop.com (use code MLP13 for 10% off MLP toys)
target.com (free shipping and 5% off if you get a RedCard credit or debit Target card)
walmart.com (free store pick up on many items)
amazon.com (for most books, lots of other stuff, free shipping for $25+ orders on many items)
hottopic.com ($5 shipping per order, often sales, can also call the store and have them hold the item for you. Often the stores have stuff before the web sight lists them. Can order at an in-store kiosk for $1 shipping to store.)
gohastings.comFinding items tips:
To find where an item is in stock at Walmart, I call them and ask 'I need someone to check the inventory for me for an item and tell me which stores have it in stock so I know where to call, I have the UPC ready', then they transfer me to someone that can do that or ask me to hold since they are busy right then or whatever and I say 'No problem, I'm happy to wait as long as you need' etc., then I write down which stores they tell me have a significant stock. Then I call those stores and ask to be transferred to someone in the Toys area to and have them check for the item (or I just drive there). You can also ask them at the Service Desk to look it up for you (it is a computer there that can pull it up).
This works at most chain stores BTW (Walmart, Kmart, Walgreens, ShopKo, Target, Toys R Us, Family Dollar, Hot Topic; not ROSS or Dollar Tree though, at least not the people that I've talked to)
I record all the UPC codes in my spreadsheet, and get the new UPCs from pictures or begging people that post pictures of new items, 'Awesome find! Mind posting the UPC so we can look for it in our local stores? Or just take a clear picture of the label?
Also note that you don't always need the UPC off the new item: all the Blind Bags in the US have had the same UPC since Wave 1, new types of a series that fit in the same Stock Keeping Unit (SKU) as the previous ones you can just use the UPC of any item in the SKU (like new versions of the plushies or the masked versions of the brushables etc). SKU's that are roll-ups of several UPCs is why you have to call or go there: they can only tell you that they have 24 plushies in stock there, not which characters. (Or in the Blind Bag's case you don't know which wave(s) since they have all the same UPC).