I know! I know! I get most of my stuff from my local gaming store... a few things off of Ebay... and lots of stuff from fellow gamers off of community sites like this one for the game of choice. Where do you live? There are bound to be a few hobby shops around you somewhere...
GW is still around, and cranking out lots of minis, however their prices are getting outrageous... you can buy from them online as well. I play 40K. check out www.dakkadakka.com s forums if you want to buy something special or hard to find...
I dont know much about Warmachine, but the figs look nice and both of my game stores have a crapload of figs on sale...
I also do Battletech. Check out www.lordsofthebattlefield.com forum if you are looking for something special or hard to find, or if you want to just learn about the game...
And I wholly agree with you that it's more fun to paint the figs than play the games... I don't think I've ever had time to finish a single miniatures game.