It's nobody's place on these boards to tell anyone HOW to collect and do what they want... Well, short of scalping anyway, it's nobody's place, but I have to say I agree with the general perspective that buying from the scalpers contributes to the problem... Big or small (seems to depend on where you live really... One area of my city has seemingly lots while other areas have none, and one area of the States has more than another, etc.), it's still a "problem" out there...
I think though, if you miss something you're further ahead to wait... show patience, wait it out, and NETWORK (that's a major key nobody's mentioned much yet). Networking can net you the pieces you want. Case-in-point with me, I didn't get a SBD Factory Builder set, and that was a toughie to find... I wound up getting TWO for less than retail some years later through a friend. And that's a legitimately "rare" item too. Was a tough find.
The McTrooper's scheduled to reship in some cases... Hasbro's said NOTHING about "limited supply" of the McFigures in general either, and believe me if they were limiting them they'd let you know about it so you went out and bought up bunches. Add to that then the fact Hasbro loves to remix things as the year drags on... Think about how much of a bitch it was to find Utapau Clones when first released last year. Death Star Gunners? Take your pick of the "flavor-of-the-month" figure that was a pain to find and yet you were swimming in them at some point.
Now, that doesn't mean we'll swim in McTroopers... He could turn out to be "rare". But again, patience and networking will yield you one. That's what the supposed point of online communities is, ultimately... It gets lost at some sites, at others you have to seemingly have your nose up the right guy's ass to get anywhere, but around here it seems like it's a system that generally works out pretty well.
It's food for thought... I just know I refuse to pay $.01 over retail for anything... Heck, I complain about retail, so how could I justify paying MORE than retail?