Where do you guys buy tubes?

I buy mine at hamfests and antique radio shows, and occasionally on ebay. On occasion, the shows can offer incredible deals, like 10 #26 DHT tubes for $50, or 15 #80 coke bottle rectifiers for $40, and there's usually someone there with a tube tester so you can check them out.
Sometimes you get skunked, too, so not 100% guaranteed to find stuff, but I like the hunting as much as I like the buying...

Here goes an answer from someone not living in the USA - but near Hong Kong:
I don't buy online because there are plenty of shops selling tubes in Hong Kong. For those visiting the city and curious about where are the audio shops, just take a trip to Yau Ma Tei and Mongkok. It's like Christmas morning everyday! :) 
(my wife is aware of this and controls every move I make towards that direction...)