There are literally hundreds of sources for both records and information about record collecting.
As I've stated, I shop at only a few, local record stores here in Chicago, as well as purchasing records directly from a distributor. But I still use some on-line sources to get a more-complete list of weekly releases, or to find specific records.
My favorite site for perusing new releases each week is Juno, a record store in London. Every weekend, I sit down and go through their new-release list. One of the reasons I like Juno is that the records are sorted by genre, so it's easy to skip over genres I'm not interested in and focus only on those I am. Juno also offers sound samples of every track of every release, so it's easy to listen to a portion of song and decide if it's something you like.
Additionally, I get new-release e-mails from Groove Distribution in Chicago every Friday afernoon. These releases also have sound samples, and a genre tag at the end of the description, so I can again skip over songs in genres that don't interst me.
For the serious collector, though, there's no site quite like Discogs.com. Created by its users, Discogs is both a database and marketplace. As they put it, "We're on a mission to build the biggest and most comprehensive music database and marketplace. Imagine a site with discographies of all labels, all artists, all cross-referenced, and an international marketplace built off of that database. It's for the love of music, and getting closer every day." To date, they have close to 3.5 million recordings cataloged and it grows daily. I've begun using Discogs to catalog my collection, which I detail in the cataloging section of this site.
In Chicago, I have quite a few options for record shopping, and almost all shops are willing to let buyers listen to records before buying:
There are also many on-line options for finding new music, as well as ordering reocrds. Those I use the most are: