Since 1934, LEGO® toys have been bringing kids joy all around the world. A great thing about LEGO models is that they are highly collectible. Are you looking for that vintage discontinued LEGO set? You've come to the right place.

[edit] Steps

Do a Google search. There are many places that sell toys on the internet. Check different sites such as Amazon or eBay, or do a Google search. You're bound to find something!
Talk to a collector and ask them for LEGO finding advice. Chances are they've come across some rare sets. Ask them how.
Visit garage sales. Garage sales often have items that cannot be found anywhere else. If the people selling their items are a bit older, there is a better chance that you will find vintage LEGO sets. The sets are often very cheap and in good condition
Visit a discount outlet such as Goodwill or D.I. Because people donate old toys, there's no telling how old they are. Visit often and you'll be surprised at what you come across.
Ask family members. If they are older than you, they might have old sets of LEGO from when they were younger. Even if they are children or teenagers, they might have some old sets that they aren't using anymore.
Visit toy stores. Inventory moves at different speeds from different stores. After a set has been discontinued, it may remain on the shelf for several months. You might even find them at clearance prices.
Try BrickLink. Bricklink is a site where various LEGO collectors and enthusiasts can meet and offer their various unwanted parts up for (usually) cheap prices. Try to buy from as few stores as possible at a time and make sure they're relatively close to cut down on shipping costs.
Visit LEGO.com. They have news about LEGO products, and even include information about older sets. You can also subscribe to the free LEGO magazine, which includes information about new sets.

[edit] Tips

Chances are you'll find vintage LEGO sets when you're not looking, so always be prepared to add to your collection.
Don't throw out the new LEGO; they'll be discontinued eventually!
Look out for opportunities to snag some vintage sets. Is there a rummage sale at your child's school? Is the swap mart in town? There are many opportunities to add to your collection.