I want to build a collection of toys for my playspace, but everything is so expensive! Where can I shop to get the biggest bang for my buck?
-cheapskate
If you want to play on a budget, the last place you should shop are the online toy stores. Most of those sites have an incredible markup and they take advantage of folks who either don't live in an area with a sex shop, or that are too embarrassed to set foot in one and place a kinky item on the counter to purchase. Think of these sites as the sex toy equivalent of a convenience store.
If the item you want is not shaped like a body part, chance are that it has a non-sexual purpose as well. Figure out what that could be and then buy it from a regular store. For example, erotic sites that deal in e-stim equipment sell "elastic penis bands" that connect to your electrosex power box. They are around $50/pair. Fry's Electronics, Radio Shack, and other DIY computer shops sell "anti-static wrist guards" for about $3 each. They are exactly the same thing.
If the item is BDSM-specific, then a non-sexual item might do the same job. For example, a pair of velcro restraints for the wrists or ankles can retail for as much as $80/pair. They're nice, but Home Depot sells a product called "Husky Hang-alls" that will do the same job for about $5/each. They come with a steel attachment ring already on them! Sure, they look different, but some guys love the DIY vibe when a Dom creates his own toys... and those that don't appreciate it can be blindfolded!
If the item is BDSM-specific and you really want that specific item, try eBay. I have purchased several floggers, restraints, hoods, dungeon furniture, and a host of other stuff from eBay merchants. All of the stuff was new and priced at 50%-90% off what I'd pay at an online site or even a local sex shop. If nobody on eBay is selling what you want, try finding out who makes the item and then google the manufacturer. Chances are that they have a site where you can order it directly from them and save about 20% off the retail sites.
Of course, there are some things that you aren't going to be able to find anywhere but the high-priced places. For those items, you'll just have to save your pennies until you can afford it.
In the meantime, a creative Dom can get a lot of milage out of a blindfold, a few feet of rope, and a bag of clothespins.
Daddy