All my vintage or discontinued perfume purchases have come from Ebay. I have saved money by occassionally buying used perfumes and with little problem.
Someone from MUA just bought a Caron mini collection from Quirky Finds and is sending me small samples. She said the perfume was glorious as she was decanting. Quirky Finds seems to have pretty reasonable prices and the owner is adorable. She does videos of her vintage purses on YouTube. Speaking of vintage purses, she has some amazing ones!
There were a couple of vintage perfume sites that I had in my old computer's browser bookmarks that I haven't transferred to my new computer. Grrr. Just found this one though. .I've not bought from them but as I recall they have good reputation...
There was also a vintage mini site that I used to drool over but never actually bought from...can't find it at the moment but when I stumble upon it I'll post link.
As most have mentioned, I've scored most of my best stuff on e-bay. In my experience, if you are disciplined and patient you can score something pretty remarkable for a reasonable price on e-bay. Got an amazing bottle of vintage Arpege extrait for a very reasonable price recently.
I always check estate sales and garage sales in the summer. Thrift stores, antique stores and ebay I've had some success with year around. I'm very finicky about researching sellers on ebay before bidding. I won't buy anything from someone who doesn't accept returns or has a rating less than 98%. Call me chicken!
I've had really good luck with e-bay but I research the seller really well. They have to have almost 100% for me to buy from them and I look at what they are selling. If they have sold a lot of "vintage" perfume using the same picture I take a pass. I also look at all their feedback and if I find even one comment that indicates they think they sold a fake I pass. I like pictures on tables with a little bit of the juice used or some other indication the perfume is old. I know I'm taking a chance as the storage may not have been the best but so far I have not been burned. Mostly I'm trying to buy perfumes I've worn that have been re-formulated so I have a good supply. Have also heard a lot of people have luck with garage/yard sales, estate sales, and antique shops. As someone else said, I just do not have the time. There have to be web sites out there that specialize in this I just don't know what they are.
I agree that ebay is the best way to find a specific fragrance from a particular era, for example, Emeraude pre-1980s. I do really well at antique malls, though. Most of the dealers understand that perfume minis are collectible, but they don't always know the difference between a pretty 1980s bottle and a true treasure. For example, I recently acquired a small cardboard box that contained a tiny Mitsouko pagoda shaped bottle), a vintage Shalimar, and a very special 1940 cut glass flacon wiht a silver filigree stopper that is still full of the most exquisite perfume. The little box also contained some 1980s fragrances and a thumbnail-sized Youth Dew bath oil.
The store charged me more for a vintage black rubber Tabu spray bottle than for that entire cardboard box.
I've also found some great things on Etsy, though you do have to research the sellers and read the descriptions carefully.