PAL Gaming Network is the only decent forum I know of, has a trading section too which is good http://palgn.com.au
Unfortunately there aren't a lot of places to go to get retro gaming stuff - Ebay, Gametraders, Cash Converters and your odd garage sale. You have to be very careful what you pay for things - my local Gametraders had an Atari woody 6 switch on display for $200, if you didn't know better you'd pay the $200 instead of the $50 it's actually worth. Same goes for Cash Converters, generally they are a total stitch up and you'd be insane to pay their prices, at least in my local area anyway.
I'm building a small collection, so far it has gone in the Atari 2600, NES, SNES, 64, Master System, Mega Drive direction - I find it hard to focus on any one or two systems as reasonably priced bits and pieces are few and far between. Ebay is good - but postage and handling would kill you if you collected them one game at a time, so it seems to be a bit of a slow process.