You know, the R. Crumb/Harvey Pekar type stuff. Do they have it at regular comic book stores?
Ever since American Splendor came out, Borders and B&N have had a huge collection of, I believe, 4 of Pekar’s graphic novels in their comic book section. Its cover is the same as the AS movie poster.
You can get Robert Crumb stuff from Amazon.
If you’re looking for modern indy stuff, a lot of comic stores carry stuff like that (there’s ususally a section for local stuff at least). If they don’t carry it, you can ask them to order for you.
Try fantagraphics.com for mail order, their catalog is pretty comprehensive.
Any comic store with a good selection of indies should carry what you’re looking for, and if not, they should be able to order it for you. What general geographic area are you in? I’m sure the Dopers will be able to hook you up with a store that can supply you. Good comic stores may be hard to find, but they’re well worth the effort.
Barring that, I’d say try Amazon, eBay, and Half.com . There’s not much that can’t be found at at least one of those venues, and usually at a decent discount.