check your local craigslist. I usually buy/trade my games there.
But if you want new, check out bestbuy.com they have sales on the website that are not advertised in the stores. Check every few days as the sales come and go quick.
online like others said
or go to like game stop or something, they sell used, so whats old to some, is new to you...at $50+ a pop, I rarely buy new games unless I really was looking forward to thier release.
Blockbuster sometimes sells games as well.
Gamestop and EBGames has a really good deal. If you become a member, which isn't too spendy you get like 20% of used games. I have been a member for the past 2 years and need to renew again.