Visit local comic book stores and ask about any omnibus comics currently in stock. If you're new to comic collecting period, you'll find there's no shortage of omnibus book subjects. They cover traditional heroes like the Justice League, alternative titles like Buffy the Vampire Slayer and the works of specific artists like Jack Kirby. With so much to choose from, you'll also find many stores will carry omnibus titles only upon their release. Older titles, such as the Tick Omnibus from New England Trade Comics Press (1990) will be much harder to find at stores.
Visit online sites like eBay where sellers offer individual books. This is probably the best way to find obscure or out of print titles. This is also a way to price the different collections and could help you decide if you want the hardback version (which is best for collectors) or a paperback graphic novel version (for those who just want to read a storyline).
Spend time at any comic book convention you can, from the larger ones like the San Diego Comic-Con, to smaller and independent shows like the Gem City Comic-Con in Dayton, Ohio. Dealers come from all across the country for conventions and bring a large inventory.
Protect your comics by investing in bags and boards specifically meant for comic books. The comic slides inside the bag, while the board fits against the back. This protects the book from warping, tears and other damage caused by irregular handling. Omnibus books are thicker than normal books of course, but should still fit in most bags.
Look at the Grand Comic Book Database and run a search for Omnibus. This database lists over 80,000 different comics, including cover art, publisher and release date. It's an excellent way to keep track of the books you're currently missing and the books that you own.