There is no question that DriveThruRPG is the best place to find out-of-print RPGs, if you are OK with PDF format. But then more and more games are kind of back in print because of print-on-demand. Which I guess eliminates them from this question!
For actual physical copies of out-of-print books, I almost always exclusively find mine on Ebay. I usually apply a great deal of patients, set up an auto search and let the results trickle in. If there's one that I'm currently interested in and is affordable enough, I'll buy it or bid on it. If I lose the auction, fine. Just simply wait for the next one to appear.
I guess its pretty similar to fishing.