Where you buy depends on what you're buying — sealed product, singles, or graded cards each have a best venue. Here's the practical map.
For sealed product at retail — the official retailers
Pokémon Center, Walmart, Target, Best Buy, GameStop and Costco all carry sealed product at MSRP. The catch is availability: hot sets sell out in seconds. This is where you want to buy (lowest price), but you need to catch the restock. The restock guides cover where each set drops, and QuickCatch carts it the instant it's live.
For singles — TCGplayer and eBay
If you want a specific card, marketplaces beat ripping packs. TCGplayer is the deepest singles marketplace; eBay is best for breadth, sold-price history and harder-to-find cards. Always check sold prices, not listed prices.
For graded cards — eBay
eBay is the most liquid market for graded (PSA/CGC/Beckett) slabs, with the best comp history so you can see what a given grade actually sells for. If you're deciding whether to grade your own, see PSA vs CGC vs Beckett.
For sealed at resale — eBay, with caution
If a set is sold out everywhere and you don't want to wait, the secondary market has it at a premium. Buy from sellers with strong feedback and read how to spot a fake box first — and run the price through the resale calculator so you know your markup.
Bottom line
Sealed at MSRP → official retailers (catch the restock). Singles → TCGplayer/eBay. Graded → eBay. The money you save by buying sealed at retail instead of resale dwarfs everything else.