eBay. You're going to have to pay a markup through the nose in any case. As
this critique of Record Store Day indicates, the
good rare vinyl, the stuff that a lot of well-to-do white kids like us want, is usually taken out of record stores and put on eBay by management, where demand keeps their profits up (given the state of the industry, I don't really blame them). This is how I got my
Ape of Naples box set, but "fair price" didn't really factor into it. I wanted the record. Cest la marché.
Your best bet is to keep tabs on reliably updated sellers and snag one
before it goes to market. From the label, from a store, whatever. Pre-orders are good sense and usually come with a marginal discount. Don't worry about colored editions and all that - in my experience, when a label springs for colored vinyl it's either the entire release, in which case it's probably not that rare, or it's the first however many pressings they make. I pre-ordered the Solar Bears LP and lucked out when mine turned out to be one of the first 500 pressings, on bright red wax. I use
Boomkat for most of my electronic vinyl needs and with an RSS feed to their new inventory set up, I usually get in the door before supply dries up (occasionally something really interesting will seemingly hit their inventory pre-sold out, which, I suspect, has something to do with that first paragraph).
So yeah, Boomkat is one. The other is
Mimaroglu, which is run by Keith Fullerton Whitman and Geoff Mullen. They specialize in vinyl and cassette releases, and a lot of their stuff is rare, because it is obscure. They don't really deal in rock music, though they keep up with some ambient and post-rock stuff in addition to all the fringe improvisation and general weirdness that makes up the tape trade.
And don't pay extra cash for colored vinyl. That's for suckers. Get it for regular price when it first comes out and make a profit off of said suckers, if you want. You should only care about a colored record if it's a really ridiculously important record, or you want to make money on the vinyl trade.