Depending on where you live you will certainly find them on flea markets/jumble sales or garage sales!
eBay is also a very good source! Obviously you get every figure there...and if you focus on LEGO mini figures and keep an eye on the market and its development you'll get them for a decent price as well!
Sometimes it pays off to buy the entire set, keep the figures and sell the rest of the set again.
I only buy LEGO Star Wars loose/opened. Last week I got the 10236 Ewok Village for 180€. I didn't want to spend the retail of 249,99€ for it. The set is complete. People offer the Leia figure of this set for 20€ alone. You can buy the Ewok Village without figures for 160€...you can do the math yourself. I rarely buy single mini figures. But that depends on your focus. I enjoy the entire sets.
And I'll review the Ewok Village, soon!
Hope I could help you! Happy hunting!
