Finding local comic shops is the foundation, but the quality varies wildly. The one in my old neighborhood was a cramped basement full of longboxes, which was great for back issues but terrible for browsing curated indies. The better stores have staff picks sections, and that's where you find the good stuff—like the first time I saw 'Saga' displayed face-out next to the register. Those employees read everything.
Farmers' markets and indie book fairs are surprisingly solid. I picked up a mini-comic about a melancholy lighthouse keeper at a zine fest last fall, something I'd never see at a chain. You have to talk to the creators, which is half the point. They'll tell you about their print runs and where else they table.
Don't ignore used bookstores, especially the bigger ones with dedicated graphic novel walls. They often get collections from people moving or downsizing, so you can find out-of-print indie gems for a fraction of the price. I found the first three volumes of 'Blacksad' in mint condition that way. The selection is a total gamble, but that's what makes it fun.