Although major companies such as Tower Records and Virgin Megastore have closed most of their retail stores, the brick-and-mortar music store does still exist. Some stores offer a selection of new music while also supporting trade-ins and used inventory. Look for independent record stores in your area.
Stores such as Wal-Mart, Kmart and Target sell popular and major label CDs in their electronics departments. You can also find music at warehouse superstores such as Costco, Sam's Club and BJ's Wholesale Club. These types of stores do have one disadvantage. Their inventory is typically limited to music by large and successful artists, so if you need to find a CD by an obscure, independent or up-and-coming artist, you'll likely need to look elsewhere.
You can find music at some places that you might not even suspect. For example, some comic book stores and DVD stores offer a selection of music, as well as some larger coffee shops. You can find used CDs, cassettes and vinyl records at thrift stores, but always examine the disc before buying a CD or LP to ensure that the surface is undamaged.
You can buy your CDs online as well, as long as you don't mind the shipping costs and waiting times. Sites such as Amazon, Tower.com, CD Baby and CD Universe allow you to browse selections and make purchases for popular as well as hard-to-find CDs. Some sites also specialize in other formats such as vinyl.
In addition to buying physical CDs online, you can buy digital MP3 files with the click of a button. Sites such as iTunes, Rhapsody and Napster allow you to browse music files, hear samples and make instant purchases. The songs and albums download directly to your hard drive, and to play them, you will need a digital media player installed, such as iTunes, Windows Media Player or Winamp.