I'm in north Jersey so I'm lucky to have a few options. I do buy a lot from eBay, sometimes they are the only location for a piece or part. But I hardly ever walk away from a local show empty handed. Whether it's Allentown (a little bit of a drive but not bad) or my local TCA show, I can always find something.
Most of the local hobby shops have closed over the years but I do have a few good ones left. For new stuff and track, I have Mt Lakes Train Station which is less then 10 miles away. And right down the road, for original prewar high quality pieces I have the Train Collectors Warehouse, which has an incredible selection of prewar items.