Yeah online is your best bet, but it's not necessarily your friend. Espeically eBay. If you get a soundtrack from there at a "good" price, there's a seeming 99% chance it will be a bootleg outta Hong Kong, Korea; often reistributed in the USA.
Most game soundtracks go legally from $25-$40, so you should expect to pay about that much. If it's lower, you're likely dealing with a crooked dealer.
Amazon is a better bet as they apparently have stricter rules about bootlegs. And you can't go wrong with verified anime/game dealers' sites.
A respected place to get soundtracks, for instance, is VGMWorld or CDJapan.