Check the distro review thread. You can get some great deals through those links. For example, Nuclear War Now has a huge collection of quality underground black and death metal releases pretty much all for $5. Century Media Distro is worth checking out as well; their clearance section is a giant clusterfuck with loads of random stuff, but you can pick up some really sweet deals there, as most of the ~2000 releases on clearance are <$4.
Failing that, Amazon and eBay have loads of stuff, although prices are seriously hit or miss (I snatched up a gatefold copy of Celtic Frost's Into The Pandemonium in excellent condition for $1, but to get the first Ebony Tears album had to import it from fucking Thailand).
As far as stores, in Boston In Your Ear Music often has some good stuff. In New York Generation Records has a whole basement of metal at good prices, which fucking rules.
