For current CDs (such as
Fantasmic) contact Walt Disney World Merchandise, Guest Services ("Where We Deliver the Magic of the Walt Disney World Resort to You."

); Phone: (407) 363-6200.
It's possible to have merchandise that's currently available on-site shipped to your home at the regular retail price. There's no mark-up -- except shipping & handling fees!

(The only draw-back: You forgo the chance to visit the Parks in person...

)
Without naming names, I'd say avoid online specialty shops, which tend to up-charge; try going directly through Disney first. That said, you might find some deals on merchandise sold through ebay...
WARNING: Extraneous "Fluff" (I'm about to take a little trip down "memory lane"...
)
I've successfully used WDW Merchandise for several parade-music and fireworks-display CDs (such as
Holiday Wishes). ... stuff I realized I wanted
after I'd left the Parks. The service also came in handy during our last visit, when I spotted a really cute Santa Mickey tea-for-one stacking teapot set in the window of The Main Street Confectionery. (Of course, it was meant as a decoration, and the salesclerk CM couldn't find any complete sets in the back...

Plus, we were departing Orlando bright and early the next day, so I didn't have time to conduct a determined scavenger-hunt through Downtown Disney.

) I suspected it would be available at the World of
Disney store. Anyway, I got a good description of the item and prepared to contact WDW Merchandise the next morning. 'Turns out my little hunch was right, and -- one phone call (and a few dollars) later -- I was the proud owner of two Santa Mickey tea sets, delivered directly to my front door!
Anyway, I hope the info helps. (And, for those who read the whole post: Thanks for indulging me...

)