This seems like a stupid guide, but a lot of people might not know where to get vinyl or how to find the best prices. If you have a local record store, I strongly recommend you check them out. Prices are sometimes cheaper in record stores (or so I've found it that way, might be opposite at some places), but you don't have to pay shipping, you get one-on-one service, and you get to get a close look at album art, which, surprisingly, affects the likeliness to buy an album more than you think. The most important reason, however, is the record is in your hands right from the store. When you get vinyl shipped to you, there's no guarantee it'll make the journey unwarped, or worse (see picture below).
When it comes to rap vinyl, the first place I always go to is Underground Hip Hop (ughh.com). Amazing site layout, they have nearly all the new rap releases, they provide album snippets, and the service is phenomenal. Pricing is decent and they have weekly deals, but I usually find myself spending a few extra dollars buying there just because of the service guarantee I get. They do a really great job packing and I've never had an order problem.
Another recommended site is Access Hip Hop (accesshiphop.com). While they're stock and selection isn't as broad, they have good service and get some West Coast exclusives.
Last resort: marketplaces. You might be tempted to go to eBay if you're looking for some hard-to-find vinyl, and while this usually isn't that dangerous, you might want to check out Discogs.com first. Acting as both a database and marketplace, Discogs allows you to check out artists' entire catalogs, see if a certain album or single is on vinyl, and see if anyone is selling it. There are a lot of small indie online record stores, and most of them use Discogs. It can be a little confusing at first, but once you get the hang of it, you'll probably find yourself looking for old favorites or rare albums pretty quick. I think I'll make a Discogs buying guide at some point...
Also worth checking out is Amazon. I've bought from here a few times, and every time I bought from a seller selling through Amazon. With Amazon, you're at least guaranteed certain things as far as service goes, because I believe sellers have to accept returns and shit.
If you can, buy direct from the label/artist site. Prices usually are the best, and often times they include nice bonus items. Some labels with notable stores are FatBeats, Rhymesayers (through Fifth Element), Stones Throw, Mello Music Group, and Slice of Spice.