I have the same addiction. I always seem to have a few CDs in transit that I have won on ebay, occasionally I find something good at FYE in the mall (i found the new Finntroll there yesterday, lol.... Finntroll cd at the mall, ive seen it all now), but normally I stock up in the city. My friend owns a really good metal store here in Philly, and I get shit really cheap at his store (which doesnt help my addiction, lol). There are a few other stores in the city that I shop at, but mainly I stick to my friends place. Because of the discount I normally come home with anywhere between 7 and 15 CDs a night.
My record haul for one night is 24 cds.