1) Craigslist.org - hands down this online classified haven is the main place I go for the furniture I pick up. And because I specialize in redoing and repurposing furniture, I'm on craigslist A LOT.
2) Goodwill/Salvation Army - I place these guys number two because they are my #2 go-to for junk. The good news? They ALWAYS have inventory and their prices are awesome most of the time. I love that I can go into either one and always find SOMETHING I want to take home and repurpose.
3) Garage Sales - Garage sales are the best! The only issue with them is that you never know when they are or what the inventory is really going to look like. But the prices are usually CHEAP. People are just trying to get rid of everything they don't want. I love going to garage sales. I save these for after I've hit up the other two. It never hurts!
And those are the 3 best places I use for my thrifting addiction! I've never been to an estate sale or auction. I have heard both good and bad about them. Personally, I think I would rather spend my time online at craigslist, or get in my car and go to Goodwill, The Salvation Army, and then hit up a couple garage sales on my way back. But that's just me :)