Instructions
Find a vintage gaming store online, searching website such as 4JAYS (see Resources below).
Shop on eBay. Atari 5200 video game console systems are fairly common items on the auction site with some listings also including a few game cartridges, as well. Before bidding, read the description carefully to find out exactly what you're getting and look for references on the functionality of the machine you're buying. Also read the seller's return/refund policy and see if they offer any kind of a guarantee since you'll be purchasing a used piece of equipment.
Skip the hassle of waiting for an auction to end. You can also often find Atari 5200 systems for sale on eBay's "Buy It Now" pages which allow you to purchase what you want immediately. While this takes the guesswork out of bidding appropriately to ensure you win your item, you may wind up paying more using this route.
Buying a system is your first challenge. Maintaining it is job number two. There are companies who specialize in repairing old Atari 5200 systems. Services offered may include fixing cartridge recognition failures, power on issues and controller response issues including the notoriously unreliable analog controller problems (see Resources below).
Search flea markets, thrift stores, pawnshops and garage sales. You never know where you might stumble upon an Atari 5200 system, so always be on the lookout. Because the 5200 is no longer produced, you'll most likely be buying a used system that should be tested personally whenever possible. There are, however rare instances where you might find a new system still factory sealed, but expect to pay a premium price for one of these. When purchasing a system in person always ask if you can test it. If it's not possible to test it yourself, ask if it's been tested and see if they offer any kind of guarantee if you can't test it personally.
Learn the game. A used version might not come with instuctions, but you can access the manual online at Atari HQ (see Resources below).