Good question, Kate! I search for belts whenever I shop: TJMaxx, JCP, Marshalls, Belks, Target, SteinMart AND Ebay.
I am especially fond of Fossil belts which fit me to perfection and have scored some great belts on Ebay, since I know exactly what size and style to look for. I also have nice leather belts by Michael Kors, Calvin Klein Jeans, Lauren by Ralph Lauren - each belt was under $30!
My best score is a perfect taupe leather studded Linea Pella belt that retails for over $300 - I rummaged through the sale rack at TJM and paid only $14.99!
I always take my specific belt measurements (and my mini-tape measure) with me when I shop. This saves tons of time and guess-work.