Not having a local record shop of any description :( I've been buying regularly from internet stores. Particularly Tune Inn and Juno. I think Tune Inn are magic and last night for example I downloaded samples from a good 40 tunes and listened through them all. I suppose that's the equivalent of going into a store and listening through a big bundle of vinyl.
I rarely go "in" with an idea of what I want though. I've ended up with a few crackers by folk I've never heard of. :)