I usually buy all my games from either ebay or gamestop ( online store ). Easy way to save a few bucks :/
We don't have a lot of games, but ours came from EA Games and Blockbuster. Sometimes I'll have a look on the Wii channel to see if I can find a demo for a game that I'm interested in.
I buy almost all of my games pre-played for the money saving perks. For this I go to EB games, Video Games Plus, or Kijiji. For rare games I'll check out ebay, but otherwise I try to avoid paying extra in the form of shipping.