ActionFigureXpress is a good place to get them. ThingFromAnotherWorld (tfaw.com) is the best probably. They are the first to get them whenever they're released. They retail anywhere from $45-$55 depending on accessories, but you can almost always find them at other e-tailers for as little as $35-$40. It's a trade off. Buy from the bigger stores and you've got less to worry about in terms of allocation and getting yours. Other e-tailers may be cheaper, but if the bust turns out to be a huge hit, they may not get their full allocation.
Currently, Gentle Giant doesn't sell direct, but this should be an upcoming change, starting with the convention exclusive Luke as Stormtrooper, in which they'll be selling anything that wasn't sold at the cons, along with whatever they allocated to online sales before the cons. I'd venture to say about 1000 will be available online. Currently, all the GG Collector's Club is, is a subscription to their newsletter. Just go to their site, sign up for the email newsletter, and you're in!
Matt, just look! EVERYONE's doing it! Join us.... jooooooiiiiiiin uuuuuuussssss......
Gentle Giant also makes Matrix minibusts. Check out this wicked cool upcoming 10 DVD set for The Matrix Trilogy:
This is the deluxe set, a standard version (boxed, similar in style to the Godfather box set) is also coming. Both versions have 10 discs, I believe the deluxe set also includes a soundtrack? You get Matrix, Matrix Revisited, Reloaded, Reloaded Revisited, Revolutions, Revolutions Revisited, Animatrix, and 3 extra feature discs.
Also in the world of movie minibusts, Hellboy Director's Cut is due out this December, and a special box set will be made available (not sure if just the DVD will be available or not). It will include a very cool Sideshow Toys Hellboy minibust!