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...