New/unused records can also be gotten online from Elusive Disk and Music Direct. Versions and pressings don't matter much with new stuff, IMHO. If you want used, if you're in NJ. I'd suggest going to Princeton and the Princeton Record Exchange, their grading system is pretty good. Also, I think our Agon member Vinylvalet might still have a shop (I last bought from him while he was in Tuscon AZ), he is very knowledgeable and graded his records well. There are a lot of good record shops in major cities like NY, Boston and others as well, I'd suggest Google for that. Finally, if Millercarbon were still posting here he would direct you to online dealer Better Records, which are good at grading records and have ridiculously expensive hot stampers that may or may not be worth the money, but they do seem to know (or have opinions on) which pressings are better than others.
As for which versions to get, there are books, like the one by Sid Marks about the great RCA classical recordings from the 50s and 60s, which can help; for rock, I'm not sure but maybe Michael Fremer's analogplanet site might be helpful, he is a wealth of information in this area (as well as many others). For the most part I am very happy with the reissues from Classic Records, Acoustic Sounds, Speakers Corner and ORG that I have gotten (in the classical vein) versus the originals, but opinions vary as there are people who will say they lack the warmth or other aspects of the originals. Hopefully others will weigh in here.