Really Depends on what you are looking for. If its New In Box games looking at websites will not produce the best pricing for you due to Minimum advertised pricing policy's that the Manufactures have. Pinside is a great resource for both New and Used machines.
If this is your first machine you might want to deal local so you build up a relationship with a local supplier so you can get support in the future if you need it.. As most guys here will tell you pretty much every pinball needs some sort of adjustment, tweak or repair after finding its way into you home.. This is true for both Used and New machines. These machines take a beating in transit, plus even when games are shopped or built sometimes an issue is missed. Pinside is also a great resource for helping new buyers fix issues with there games, pretty much every issue known to man someone on this board has seen and found a fix for. You can always feel free to PM me as well, I am a fairly ok tech, but I have some great guys work work for me as well and I can always ask them.
I am a Stern Distributorship, and we also sell Used games if you don't have anyone local you want to deal with.. If you give us pinside members an Idea of what you want to spend and if you are looking for new or used many of us would be happy to give you suggestions on what machines to look at. Also let us know where in the world you are, so we can maybe make better suggestions for you
P.S. Welcome to the Crack er I mean pinball addiction.. you start with one, and will end with 50-60 pinball's!