When I say look everywhere, I mean it. Don’t neglect your neighborhood chain retailers in favor of smaller shops - although those deserve your attention too. You never know what you'll find at the large stores.
I managed to find a Special Edition of Bioshock 2 at a local Walmart and a Limited Edition of Brothers in Arms: Hell’s Highway at a Best Buy for $25 apiece. Many larger places order special editions of games, yet don’t always manage to sell them. Those stores are usually stuck with the ones which they don’t initially sell, which can lead to some great price reductions.
If you ever go out of town or on a vacation, make sure to check the stores in the area there as well, both large and small. You never know you'll find. Also, never neglect your local thrift stores or salvage stores (such as Hudson's). While more of a shot in the dark, deals can occasionally be found. Just keep your expectations tempered.