Posting here is perhaps one of the best ways... I got an SE set that was at least 4 years old that way.
You might also look for large train shows where there might be vendors owith older stock... I still see the three-car NKP set out and that was one of the first sets released.
Someone else mentioned ebay... always a good place to find older, out of date stuff.
Don't forget older hobby shops. I recently found two or three of the old Walthers wooden reefers at a shop... they haven't been around for about ten years.
Good luck!