..for cheap?  (I hope no one says Sam Goody!!)  I usually go to Wal-Mart, I think they have good priced CDs, and so does Kmart.  Where do you go?

I usualy buy my cds at Best Buy or Circuit City. They will have sales every once in a while so I check the adverts then go out and stock up. Sometimes, I buy cds from amazon.com as well, if it's a hard to find title.  :)

Lately, Amazon.com although sometimes from BMG when they have unlimited cds for $5.  If I go to a store usually it is Walmart.  I used to buy them at Media Play, but they are getting too expensive.

Newbury Comics is usually kind price-wise. I think they are only in the New England area though.

Walmart, Target, Circuit City, and Best Buy in person.  Over the net, usually CD Now, they sometimes have good sales and sometimes carry hard to find items.

MissInformation
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Usually Wal-Mart or Circuit City where they are cheaper.  But you can find bargains at mall record stores sometimes…

The thing I hate about Wal-Mart (and Kmart), though, is that they sell only the censored versions if there are censored and uncensored versions available.  For example, the Bloodhound Gang had an album out and the censored version was titled simply "Hooray" and showed only a picture of a cow's udder.  I used to belong to Columbia House and one time in their bargain bin they were selling a 2-CD Wu-Tang Clan album in the censored version for 99¢.

http://www.cheap-cds.com

I don't buy CD's anymore, but when I did, I usualy went to the pawn shop. Ocasionally, I would buy a newer artist cd on sale at Circuit city (The "Discovery Price").  Last year I bought most my cd's in the Ukraine.

For the more commercially available stuff, I buy at Circuit City and Best Buy (on average, Best Buy CDs are priced 1-3 dollars more than Circuit City...).

The hard-to-find stuff, I get from http://www.ab-cd.com and http://www.towerrecords.com Strangely enough, Tower Records sometimes have sales where one can get CDs for the same Circuit City prices and even lower!

Tarzan Boy

If it's an entire album, Best Buy usually has good prices.

For CD singles, lately I've been buying those at Virgin Megastore when I'm up in NYC.

I don't buy CDs all that much anymore.  I'm still buying vinyl to CDs 10 to 1...

Depends on how common it is.

Reasonably easy to-find stuff I go to the local second-hand music stores ( I live in the same town as Berklee College of Music).  Otherwise, (like me being to lazy to leave the house) I get them at Amazon.com or BMG.

For hard(er) to find stuff, I go to CDNow.com or I try to find the artist's homepage and buy it direct.  I save money by cutting out the middleman, and I'm sure it will be in stock the day I order it.

Cheap CD singles are the ones on the top shelves normally, in most of the places I go. I like to get second hand good condition CD's, and unused CD 6 month old Singles for 49-99 pence.

I get my CDs from the Internet by downloading them.  I don't buy CDs from stores anymore - they're WAY TOO expensive.  

I do sometimes go to a used CD place near here-- really good CDs for $7.99- $10.99.

If your looking for used CD's, try Half-Priced Books. They have stuff you've never heard of. ;)
For new, cheap CD's, I'd say Karma (if you have one in your area) or Columbia House. Best Buy used to have good inexpensive music. Now they're overpriced and the better music is usually not in stock. I suggest ordering through the catalog at a record store. It's worth the wait. :D

Newbury Comics is where I used to buy a lot, but they recently went up on the price of their used CDs, so I've begun cutting back...

Usually, I wait for BMG to have a sale, where I can buy a dozen or so CDs and, work it so the price is around $6 or $7 a piece after shipping..

Al-Bums in Worcester, MA (if you're ever in the area) is by far the cheapest around now... I can find decent CDs for $6-$9 a piece.. sometimes cheaper..

I burn a lot of my own stuff, but generally only stuff I can't find on CD.. if you want a full album, the way it was originally released, downloading it is usually a losing proposition, since you need to spend time checking the levels, and trying to normalize it, etc.. I figure even when I just blast a full data CD of mpgs, if I don't normalize or anything else, I spend at least an hour worth of time making it ready to burn.. plus whatever time was spent in trying to find and download the stuff in the first place... a CD is always superior in sound quality and value (as long as it's not priced at $18 for a new release, a totally insane sticker price in my opinion)...

   Online, almost always Amazon.  In person usually Tower Records or Rasputin's (a local chain) or Amoeba (a local business in Berkeley.  

Circuit City or Sam Goodys if I am desperate. :)