Here's my five favorite thrift finds:
-TMNT Tournament Fighters for NES, cart only for $1.99 at a Goodwill in September (this is an extremely uncommon NES game and the last TMNT game released for the system).
-Star Wars Jedi Knight II: Jedi Outcast for Gamecube, complete and non-Player's Choice for $4.99 at the same store and on the same day I got TMNT Tournament Fighters.
-A Game Boy Color for $4.99 early last year at another GW. Atomic Purple, battery cover intact, worked great (though the batteries that were included with it only lasted about an hour and a half, but no big deal). This was buried under several 2600 carts in a bin. This was quite a find since most of the local Goodwills usually charge $15-$30 for GBCs and keep them in the case up front.
-Burgertime, Double Dragon, and SMB 3 all for the NES for a buck each at a Deseret Industries in December 2006. My NES collection was still somewhat small around the time and all three games were on my want list, so that made my evening (that's right, I got those about an hour before the store closed).
-A PS2 first-party memory card for $3.99 at the Goodwill I got the GBC at, last summer. Another time, I bought a brand new PSX first-party card at the same Goodwill for $2.99.
Here's a couple tips: first, check for games everywhere. You never know when you'll find something buried with the toys or sports equipment, among other places. Also, don't give up - the place you can't find anything at for a week or two might have a stack of NES and Genesis games on your next visit.