So, for pre-owned/vintage, most were online via ebay or Chrono24. I did buy a nice Nivada Grenchen (reissue) off of Reddit earlier this year. I also used to go to the NAWCC show but hadn't gone for years. I made up for it this year with a Hamilton Fontainebleau Chrono-matic and a LeCoultre Memovox. Then I bought a Breitling Datora (7734 variety) off of Chrono24 and Zenith El Primero off of WUS. Finally, my most recent watch found me at my local watchmaker, where I was dropping off the Breitling for a service. That was the 1967 Speedmaster 105.012-65.
New watches mainly come from over the web. I did find a great Longines Heritage 1973 chronograph at my local Jared's for half price, BNIB with warranty and everything. Also bought my Oris Divers 65 new from Jared's when they first came out about 10 years ago. Otherwise, I shop on price and will be gray market every time.