The three online "biggies" for board games in the US are:
CoolStuffInc.com
MiniatureMarket.com
Cardhaus.com
There's another, more upstart company, Gamenerdz.com, and I've heard good things about them, but have not personally bought from them. I have dealt with the other 3 and all are great and run pretty close on price. You will find that it's pricey to get to free shipping, usually $100, and if you don't hit that, shipping can be expensive (games can be heavy and large).
Outside of that, you'll be looking for a game store in town, but they usually sell board games as a sideline to comics, D&D, Warhammer, or Magic the Gathering type items.
If you want to PM me with your location, I can help you see if there are any near you. (I write board game reviews as part of my living, so I'm in the hobby pretty deep and know where to look.)