If you want newer movies, the best bet is Blockbuster or other video rental stores. When DVDs first come out, rental stores buy a lot of them due to a higher initial demand. But with each passing week, the newer movies become less popular for renting. Once the store develops the need to clear room on its shelves, it sells its DVDs. You can probably find new movies, barely used, for $5 to $10.
This is your best chance if looking for specific titles. You'll also avoid a possibly fruitless trip to the store by shopping online. You'll find great deals at amazon.com and ebay.com on used DVDs. There usually aren't as many newer selections like there would be at Blockbuster, but the prices are usually about the same.
Most independent record shops carry DVDs. Since local record shops normally buy and sell used records and CDs, they now go further and buy and sell DVDs and VHS tapes. The selection of newer movies won't be very good, but there will probably be more copies of older movies. The cost is usually the same as it would be at Blockbuster.
You probably won't find a very good selection of movies at thrift stores, but it is the cheapest place for used DVDs. If you decide to look for DVDs at your thrift store, keep your expectations low. Thrift stores are full of exercise videos, but you might get lucky and find an actual Hollywood film for a few dollars.