we do both. i get Carolina Comics (my local hobby game and comic store) to order the new release for us. it's more expensive, but it gets them into my hands on time and it helps keep her store alive. then my "fill in" sets (we try and get 3 of each common squad) we get from Wal-Mart when the FINALLY get in (usually takes a minimum of 6 months-ironically wave 5 arrived the week of release-go figure)...
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