I have found a couple of ways to get what you want pretty easily without all the searching and on-line buying. The first is find a local comic or hobby shop and ask them if they have a copy of "Diamond Previews" catalog or if they order from it. Previews is a collectors catalog released monthly with almost everything you could ever want and many times they have unreleased items that you can pre-order. If the shop does order from it, they usually will make your order for you and when the items get in, you pay for them then. So all you really have to do is fill out a form with what you want and wait for it to arrive. I've secured quite a few rare items this way and always get them in mint condition.
The other thing is to get personal with the managers. Get to know them, have meaningful conversations with them and make them remember you. It doesn't hurt to buy stuff either. Valued customers always get special treatment in these local shops and you can work your way to asking if they can get certain things for you. Or make it clear that you want to be the first to know when something comes in.
The shop I frequent has a file system. You reserve a file and choose things you want reserved for you and they keep them there. They also give me a 20% discount on all items because I reserve 20+ comic titles. I do not buy every comic that goes in my file, but I like to have the choice and this gets me to the 20 title mark. If you are not into comics, then see if they can make an exception for action figures. I am close to a dealer in my wife's home area that has POTF2 red card to current figures and he doesn't display them. He has lost interest and doesn't have a large customer base that are interested in SW collectibles. Every time I go in he pulls out a new box of something. Last time it was two vintage Vader cases filled with loose vintage figures and accessories. He sold them at $5 a pop, complete or not. He also goes out of his way to accomodate me and make me happy each time I visit. It's like he has this endless stash. I never would've known had I not asked. He sells every figure at $10 a pop no matter what and I am always showing him Toy fare or Lee's Toy Review to tell him the value in these magazines. He just says that as long as I keep buying, it all evens out. He just wants to get rid of them.
So, go to these places, be friendly, ask questions and you'll be shocked at how cool and accomodating these local dealers can be. I saves the headache of trolling through the pegs and never finding what you want.
Good hunting and luck!