Goodwill. Especially if your area GWs are doing the color tag discounts. My areay GWs have a color of the week, 30% off Sun-Wed, then goes 50% off Thurs-Sat. The previous week's color is a flat 75% off the entire week after. Sunday the colors change over.
Problem is, you have hunt down any Halloween stuff like blow molds pretty fast. So I tend to drop in a few times a week at the stores I know stock Halloween hard (one store in particular takes in any holiday decor, while another will refuse donations of a specific season until the month of... up to individual store intake apparently). And I always walk the whole store just in case someone tucked a blow mold in the lamps or over in the furniture or clothes...
But by popping into a few GWs for a 10 minute check every week, I've been able to snap up over a dozen pumpkins, 3 of which are antiques and HUGE. I have one that is from the 80s, at least 2 feet tall and got him for $5 on discount. Got several great expressions and older ones and never paid over $3 and mostly got them for 50¢ to $1.
Don't forget to check Craigslist for yard sales too. I do a search for "halloween" ever other week and sometimes just drive through a neighborhood on Saturday morning on my way out to see. I've gotten some lovely things by pure chance.
And also check out the neighborhood-specific site Nextdoor. YOu can post that you're searching for plastic light up pumpkins and post a few pics of what you are looking for, and maybe someone will think of you if they're getting ready to throw them out or dump them in a yard sale. And do a search on there for "halloween" as well every so often. I have lucked into some this way too - someone posted that they cleaned out their garage and put a HUGE batch of Halloween "garbage" on their curb. FREE. 3 blow molds (ghost, witch and skull - all decent working condition), practically brand new fancy costumes (one was a dragon with a full body suit that retailed for over $100 new)...
But if you can't find any at all in your area, the most likely places retail would be: Walmart, At Home (usually have tons of different pumpkins), Target, JoAnns.