Instructions
Join the Spawn fan club. As the first of McFarlane's lines, the Spawn action figures are the flagship of McFarlane toys and members of the fan club have access to members-only toys and get special previews of other toy lines.
Read up on the industry. "ToyFare" and other magazines about collecting toys will let you know the release dates for new sets and they preview special issues of toys. Toy magazines can also clue you in to special releases affiliated with conventions and other special events.
Pre-order from your favorite retailer. When you know that a special set is about to be distributed, talk to your local toy store owner and investigate the possibility of buying the toys before they even arrive. By pre-ordering you can guarantee that you receive your action figures out of the first case the store gets.
Make friends with the managers of your local toy stores. Know them by name and make sure that they know exactly what you are interested in. Since the manager's job is to increase sales in his store, he will likely order toys specifically for you if you develop a good relationship and buy there often.
Check online stores and eBay. Generally, this should be a last resort for an elusive action figure that you could not acquire through other means. This often means paying premium prices and may include concerns about the quality of the collectible you receive.
Scour offbeat locations that carry action figures. Kaybee Toys and many electronics stores carry action figures, especially some of McFarlane's more adult-oriented themed lines such as the "Tortured Souls" and some of the "Movie Maniacs." Be sure to check these stores during clearance sales and at after Christmas sales when they will be clearing the stockroom for new merchandise. Often, just the figure needed to finish your collection is lying around gathering dust and can be purchased for well below the issue price.