I only buy concerts DVDs I like, albums and some merchandise I find pretty or usefull, but...
bad thing to admit, I have only one concert DVD was bought at normal store (HMV) and I order merchandise stuff at yesasia.com or buy them at concert, but all other DVDs + all the albums I've got are from Book Off (Japanese second hand store).
I really wanted to buy Rock 'n' Roll Circus this year since I was in Japan, but my return flight was ONE day before the release date, and they didn't sell it during Saitama concerts