Most regular stores do lack a good collection of metal albums. Over here there's a metalzone chain store, which do have a decent collection, but sometimes it's a bit overpriced, and an independent one which has a collection which includes most less popular genres of rock, but it specializes in hardcore and other -core's, unfortunately. The guy who decides the prices doesn't know much about metal, though, so there's always a possibility to find something cheap. A friend of mine once found a new anathema (I think) LP for EU3 there.
But what I don't understand is that people prefer amazon or ebay above regular mailorders. Most of the time, they're cheaper, they have a more direct contact with labels (or are labels themselves) and bands and there are plenty that are run by people who do it only out of dedication, obviously mostly the smaller ones.
There is a possibility that their packages aren't safe for the cd's/lp's so cases might break, so you should ask around before trying a new one.
Unrelated, I love The Devils Blood. They're not metal, but some sort of psychedelic doomrock (or something) with a satanic theme, and it's bloody addictive. Fenriz from Darkthrone, Watain and Satyricon are fans, so I think people here might be interested.