Craigslist. An amazing thing really - just picked up an Ikea bed today (disassembled). Will attempt to put it together tonight (no instructions of course, but I was assured all of the pieces were there.)
The biggest pain in the rear so far in my attempt to purchase used things to furnish my room is the transporting of large items. To accommodate for my lack of vehicle (or lack of friends with vehicles) I've narrowed down my search on Craigslist to Park Slope in the furniture section. But it still doesn't help when one is looking for say, a mattress or a dresser. So the question then becomes, at what point does (in)convenience come into play? I might find a fabulous chair on Craigslist for a great price, but that price doesn't look so great any more when you've got to factor in how the heck you're going to get the darn thing back to the apartment. The Ikea bed I picked up today, since it was disassembled, fit into a car service sedan and was only a $6 ride away. Bargain. Of course there is Zipcar, or other carshare services, but I haven't signed up yet (my excuse? Because I still have a Washington State drivers license - that's one of three states where you have to fill out a special form in order to apply to Zipcar.)
So the moral of this story is - get a NY drivers license, or get more friends with SUVs.