Second hand shops, but make sure they still have the serial code. Used section of game stores. In the UK, you can sometimes get it at CEX and Cash Converters, dunno if those stores exist anywhere else in the world though.
My friend ordered me Mansion and Garden stuff last Christmas off of Ebay. It was a copy from the UK but it functions well with my US copies. I don't remember the price, though.
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Charity shops like Oxfam - you can buy off their website, so it's worth a look there.
Also any game exchange place like Game, CEX, cash converters etc. Ask to see the disc before you buy so you can make sure it's not too badly scratched up, and make sure the serial code comes with it.
eBay is good for the early expansion packs but I've noticed that the later ones can be very overpriced - the only copy of mansions and gardens stuff I could find on ebay a few months ago was £21!
Not at Half Price Books, I've gotten a SP there for $10 and another one for $4
I don't think I've ever seen one that cheap, and sometimes they aren't such an amazingly good deal (at most I think I've seen an expansion pack for $20-$30), but I got half of my games from Half Price Books.
If you buy them secondhand, check to make sure you have the required number of disks before you leave the store. Depending on the version, some of the expansion packs come on two disks. They usually do a pretty good job of keeping them together, but occasionally you'll find a case containing just disk 2.
While you're there, also go through the jewel case or clearance software*--there is almost never a store that doesn't have at least one Sims-related disk (usually Sims 1, of course, but sometimes Sims 2 will also show up in clearance if the person who brought it in didn't have the original case), and also you can frequently find other gems as well. (Just the other day I was browsing at a completely random thrift store in a not-very-large town, and they had SimCopter, SimGolf, SimTown, SimPark, SimSafari, SimAnt, and Widget Workshop.)
I got all EPs/SPs that weren't in Collection packs for very good prices on Amazon. Some of them were a bit tricky to find at the time (specifically the Holiday and Glamour SPs), but it's your best bet. Just make sure whatever vendor you're buying from is a reputable one.
Try Amazon, Ebay, and any video game stores around you that sell used games. Ever since Sims 3 came out I've had no luck with finding TS2 games at Walmart, Target, or Best Buy. The only TS2 game I can find anywhere is Life Stories :/
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EBAY and AMAZON are spectacular if you need a specific EP or SP.
Friends - I have had 5 friends try TS2, 3 stuck with it, 2 bailed (too slow, no blood, nothing blew up, no car chases, no shootouts, no weapons upgrades, no points, etc) that sold me TS2 copies and SP' and EP's for pennies on the dollar.
Now the luckiest score I had was hitting a flea market with someone selling used software and games (all jewel cased, serialized, legit copies of older SW) that had pretty much multiple legit USA copies of TS2 and pretty much every EP & SP. There I got Mansion & Garden Stuff for $5.