Instructions
Decide what condition you want. You can still find new, boxed Atari Lynx handheld games, but, they are higher priced. You can also find used and/or reconditioned units for sale at reduced rates.
Shop at vintage gaming stores. There are online stores dedicated to buying, selling and trading all types of vintage video game consoles and game cartridges. By finding one of these businesses, you not only increase your odds of finding a Lynx handheld system, but also opportunities to buy, sell and trade Lynx games. Try Best Electronics, AtariAge and eStarland (see Resources below).
Buy it on eBay. Like many harder to find items, you can usually find a few of the Lynx handhelds up for auction on eBay. By doing a simple search for the Atari Lynx, you'll learn what's currently available with many listings not only including the handheld console, but also a few games to go along with it. Try eBay Express for newer models.
Test the system. Anytime you're buying a used Lynx unit in person, ask to test the device, especially if there's no guarantee or return policy. The handheld system runs on standard AA batteries with the optional battery pack requiring D batteries, so when shopping around, it's not a bad idea to bring your own batteries to help ensure a test run prior to purchase.