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Wal-Mart
Target
ToysRus
Kroger
Meijer (another grocery)
K-Mart
Disney Store

I've never seen any MU at pharmacies or big department stores, which are places I've always picked up rare figures from other lines. My local comic book shops never have had any, and I've asked.

Target seems to get the new figures first. K-Mart and Meijer don't get a lot of turnover, but also have them on the shelf longer. I've had the best luck with Kroger for rare figures -- the mid-sized stores have more than the giant Marketplace stores, but they don't always carry toys. I've only been to the Disney Store twice since they started carrying them, but they were amazing.

Wal-Mart groceries don't seem to carry them at all, which surprised me, and I haven't seen them at Biggs, but I haven't been there for a while.