I haven't actively collected in about 5 years (sold most of my best stuff to get a down payment to buy my house. Wasn't planning on getting completely out but it just kind of sapped my will to do it. Nowadays I'm fine with emulation) but I had a pretty spectacular collection at one point. I can share some tips that got it for me.
General tips:
1. Broaden your scope of where you look. Garage sales, flea markets, thrift stores, pawn shops, antique shops, junk dealers.
2. Talk to the people who work there. Be polite. Let them know what you're interested in, but don't ask only about games because it puts a spotlight on them. My go to question was always some variation of "You don't happen to have any old movies, video games, records, anything like that?" Once in awhile I'd even buy a cool record or movie, though rarely, just to seem like I was actually interested in them. Less so at garage sales where I'd never see the people again but at thrift stores/pawn shops/etc.
3. Ask if they have it. This is huge at garage sales especially, a lot of people may run inside and grab stuff and then you get first dibs. Some of my best finds were this way. Works well at thrift stores/pawn shops/flea markets too though. A lot of times there's a stack in back that hasn't been put out or priced yet but they'll often do so quickly if you're interested. Flea markets its more likely to mean they bring it back the next week because its at home though so mostly useful if you're planning to return.
4. Widen your scope of what you look for. If you're only looking for something VERY specific, you'll rarely find anything worthwhile. Only want SNES games? Good luck, it's honestly probably not worth your time to even go out, just order online and save the time. If you can get into a wide variety though? Better. I'd get excited about a stack of Gamecube or N64 commons that were all first party stuff and thus valuable. I'd also get excited about a stack of old 3DO sports games, because you never see them and its cool to do so. The same when I found a couple random cheapo TG-16 games at a garage sale, or my Odyssey 2 light gun at one. Just neat to find them in the wild.
5. Buy duplicates if they're valuable. This is obviously up to you, but its the best way to make this work for you. You can trade with other collectors on collector sites, or flip them on eBay/Amazon for money to buy a good game. I was as happy to find my 5th copy of Super Smash Bros Melee of the summer as I was to find another $50.00 but more rare game I actually wanted, because I knew I could turn it into that. Commons that are valuable (which to be clear, is most commonly Nintendo stuff) can be useful if you're willing to put in the work.
6. Carry enough cash, preferably in small bills. Use your biggest bills that make sense first. Nothing worse than not having the right change and having to overpay for what you want, or not having enough money for the score of the century, or finding something awesome at Goodwill and finding their credit card machines are down. How much is up to you obviously. I usually went out with $100.00 bucks but I had a very good idea where I could get more in the areas I was going (local places with ATMs, stores that did cash back, etc)
Garage Sales:
1. Arrive early. These things get picked over very fast. If you're one of the first ones out in the morning though, and you're willing to ask if they have anything you don't see, you can do well. Don't be afraid to get there a few minutes before the sale starts, or if they're setting up ask if you're good to come up and look, but don't be that jerk knocking on people's doors 2 hours before the sale starts either.
2. Make a route. Search the garage sale listings online for sales that look interesting and plot them out on Google Maps. Make a route that prioritizes interesting sales and saves you the most time. Be willing to go off route when you see signs nearby for sales that weren't listed, but this gives you a general route to follow.
3. Don't only go to sales that list games. If you see something in the images online you really want then sure, go, but if they're listing them they're more likely to know the value and every collector in the area is probably headed there first too. Instead look for ones that have other things listed that seem like they'd kind of go with games of the era you want. Look at the pictures closely for signs of gaming stuff that may not be actually listed.
4. Haggle. Make your money stretch. Now to be clear, don't be stupid. If you see a $200.00 game with a $5.00 sticker on it, give them the money and keep it moving. The longer you stand there, the more likely someone else shows up and tries to start a bidding war, and you don't want to lose the purchase. But if you have a stack of interesting commons marked $3.00 each? See if they'll do 5 for $10.00. They probably will. People want this stuff gone.
5. Don't throw out the first offer if you can help it when haggling. This is a personal one but it served me well. Ask what they want for it, rather than telling them what you want to pay. It does a few things. First, it means you don't offer more than you need to. Offering $5.00 a game when they'd have gladly taken $10.00 for a stack of 10. If you offer too much you also risk them thinking these might be valuable and worth looking up online. If they ask way too much you can always come back with something like "Sorry, I usually only pay a couple bucks per game. These things are all over the place." Sometimes they'll come down. If they won't they were never likely to take your initial opening offer anyway. Also for me, I just prefer paying what someone asks. It feels a bit better to pay someone the $5.00 they want for their $100.00 game than to try to lowball them knowing what it's worth. It isn't your job to educate them. They're selling things and setting a price, if they don't know what it's worth, that's kind of on them. YMMV on this of course, but that's always how I felt. I know what this stuff is worth because I took the time to learn. Nothing wrong with being rewarded for expertise.
6. When you ask about things you don't see, get some keywords in. This doesn't really work at thrift stores/pawn shops, they deal with it enough that they know what a video game is. Even at flea markets, if they're a consistent seller they get asked often enough that they know what you mean. Garage sale people don't always though. Their idea of an "old video game" could be Atari, or it could be PS4. I wouldn't get too specific up front, but if they say no, find a way to slip some keywords in. My go to line was always something like "Too bad, I'm always looking for the stuff from when I grew up. You know, Nintendo, Sega, Atari, PlayStation, Game Boy, all that good old stuff." A TON of people who said no initially will have something light up in their eyes and realize oh, they actually do have a stack of old NES games inside, they just didn't think you'd be interested. Game Boy seemed to trigger a lot of people which is why I specifically called it out. DS might do the same nowadays. These people are often the best to deal with because they hadn't even thought about putting that stuff out for sale, assuming its worthless.
Flea Markets:
1. Again, arrive early. If you can be the first into the place or near it you'll have the best chance. If they offer a rate to get in early, as long as its not crazy its probably worth it.
2. Make your first lap around fast. Speed walk. Don't bother digging through piles, don't stop to ask if they have anything you don't see. Only stop if something catches your eye. You need to get to the good stuff first. After that you can do another lap around the place looking for stuff hidden in piles or under other stuff, or asking sellers what they might have you don't see.
3. Don't focus too much on the "gaming" booths, but don't ignore them either. These guys mostly know what they have, they're dedicated to selling games. They may be a few bucks cheaper than online if they're not awful but you aren't going to get some amazing find there. Usually. Look closely though, especially for obscure stuff. A lot of these guys aren't experts or fans, they sell it because its valuable. Some have obtained some expertise, but others just eBay/Pricechart everything. They will make mistakes. Others may know what they have but not like dealing with selling online and be willing to sell more obscure stuff way below the going rate just to get rid of it. Make connections with these guys and they might cut you a deal anyway to have regular business.
Thrift Stores:
1. Check outside the dedicated "gaming" area. If they have a case that's always a good spot to look. So is the toy section, controllers or accessories end up there often. Sometimes things get shelved with the board games. PS1/Dreamcast is often mixed with CDs.
2. Learn the obscure systems, particularly the ones that look kind of like a CD player/DVD player. I found 2 3DOs over the years mixed in with the DVD players. I know people who found Genesis CDXs, X'Eyes, LaserActives, Nuons, CD-i. If your eyes are glazing over reading this, fair enough, but even if you have no personal interest you can trade or flip them, they have a market. Just knowing what the various models of these look like gives you a chance.
3. Haggle again. Especially if you know things have been there for awhile. They want this stuff turning over. You'll have more luck with this at smaller thrift stores than the big corporate Goodwills but I've had managers willing to come down on things that have sat for weeks or even months, especially if they're larger items taking up space.
4. Look for supplies. If you're building a collection, you can find a lot of great supplies that help you like cases, storage containers, labeling items, switch boxes, things like that here way cheaper than elsewhere.
That's more or less what I have, I'll add anything else if I think of it.