For some, getting those rarer pieces comes easy -- they're just lucky. This is for everyone else. You also might want to check out our list of useful sites and collecting terms.
Being a newbie to collecting is tough. There are the people that charge too much, the people that bend the truth too much, and the scum that are called bad traders. You want to avoid all three of these, obviously.

What you want to find is a good deal, with a good dealer. Where are the best places to get these?

1. Well-established sites or businesses (especially those with their own domain names) are most likely tried-and-true traders and will not cheat you. However, they often charge a slightly more inflated rate. Is it worth it? Especially keep this in mind in comic shops, as they will almost always cite a price guide. Listen well: price guides are evil. They are completely lopsided in favor of the dealer (they poll dealers for the latest prices, what do you think the dealers will tell them?). Always try and talk someone who is using a price guide down; sometimes it works, sometimes it doesn't.
   

2. Auctions are another deal all-together. You can usually tell the seller reliability on sites such as eBay by the total points by their name. The higher the number, the more reliable the trader. Be wary of the person with less than 10 deals under their belt. If you're unsure, check their comment history. You've got to realize that with any type of auction, you are going to get somewhat inflated to very inflated to ridiculously inflated prices. The other side of the coin is that if there is something you want, it will show up eventually. Keep your head, and don't get caught up in the bidding wars. Know your limit ahead of time, and stick to it. There will always be another chance to get that item (maybe not right away, but eventually). Once in a blue moon you will find a gem that everyone else didn't see, and get it for cheaper than normally. Check those poorly-named auctions ("he-man stuff"); those are usually the ones that get overlooked.
   

3. Individual sellers, such as those on Usenet (newsgroups) are a mixed bag. On Usenet you will find the greatest number of bad traders -- but in comparison to the number of good traders, it's a pretty small number. Always ask for references if you are unsure, and follow up on a random few of those references. A large list of people won't make any difference if you don't check them out. Also, after a good deal, you might offer to be a reference. It improves the seller's opinion of you for volunteering, and may start you out gaining those crucial connections that help you get the really good deals later down the road. If you like a dealer, buy from him more often. Sometimes he's apt to give you "close-out" prices on some stuff he's trying to get rid of, before he tells the general collecting public.
   

4. If you don't trust someone, know that you're not required to deal with them. Go with your gut.
   

5. Make as many friends as possible, and avoid making enemies. Friends will tip you off to good deals on things you need sometimes.
   

6. Don't be afraid to go international. But expect to pay more for currency changing and international postage rates.
   

7. Most importantly, be patient. Toys will come and go, but you can always hold out for those precious gems (ex. my MISB Tower Tools and Cliff Climber for $50 total, Rotar and Twistoid c9 complete for $50 total, entire 1982-1983 c10 minicomic set (minus "The Tale of Teela!") for $10, followed by "The Tale of Teela!" for $5, etc.). Good deals are rare, but they do happen.