i'm in your conscience
I get my stuff at Target, though some Walmarts here carry older sets (Platinum and HGSS sets, so if you like those, then yeah). The latest set is Plasma Freeze, which I haven't seen anywhere despite it being released almost a week ago SIGH. The best way to start off collecting a set is a booster box imo, but they're expensive. For newer sets like Plasma Freeze, they go for about $100.
If you wanna collect older stuff then hahahhaha I mean good luck.