If you live in Pittsburgh, acquiring a Sega Saturn is quite easy. Just head on over to your local The Exchange location, ask if they have one in stock, and if you do you're almost entirely set. Whenever they get a Saturn in they also include the RF (AV, if you're lucky!) and AC cables along with a single controller (random, although almost-always 1st party, original run or second run controller). How much? A nice, wonderful $30. If you're really lucky it will also come with a Memory Card (bonus!) or a 4 MB Pro Action Replay (holy crap bonus!!) for free!
Toss in the fact that, if The Exchange ever gets in Saturn games, they almost immediately dump them for nothing. I ended up getting around three other controllers through them for $10 (both standard 1st party and the 1st party 3D controllers), NiGHTs (in box, excellent condition, w/controller) for $10, and almost all of the top-tier 1st party games for $1 apiece. I couldn't beat that with a stick.
I tossed down $32 or so to pick up a PAR over at NCSX.org for import purposes and then I hit eBay. To be fair, I picked up my Saturn via eBay while I bought my friend's Saturn from The Exchange. Either way I spent $30 per system for the exact same things (although I did get Daytona USA with my eBay one). But what did I do about imports? eBay again. It's kind of hard and it's tricky, but sometimes you can land upon amazing imports for next-to-nothing because (A) you run across a domestic seller with imports (lower shipping!) and (B) nobody's looking at import Saturn auctions. Even better, at least for me, was that my Saturn was the attraction of our dorm lounge for a bit of time (despite the other 22 systems) so I was ordering games for friends as well. As such, since I was ordering 6 or 7 games from people in Japan, my shipping costs went down to reasonable levels while my friends took a bit of the shipping costs upon themselves. Not too bad! $14 shipping for 6 or 7 games w/ insurance certainly beats $9 for two!
But the real deal, if you really want to build a Saturn collection (it has an amazing library, but most of it is import-only), is make a few friends in Japan or talk to a few of your friends spending time in Japan and ask them if they can grab some Saturn games for you. Why? Because most stores sell them at RIDICULOUS prices. My friends picked up almost the entire worthwhile Sega output for Saturn for around $0.80 to $2 US apiece. They also picked up notable titles like Princess Maker 2 for a whopping $3, Sentimental Grafitti for $2.75...it was fantastic. Considering eBayers, at the time, were selling those for $12 to $25 apiece, easy...well, it's a steal.
Also...remember, just because some games may cost a fortune if you buy the domestic copy, don't be afraid of the imports. There are a few websites out there who translate the majority of Guardian Heroes...so you can spend $20 on the Japanese version (complete, mint, still sealed) rather than $50 to $70 for the US version.
And...don't forget Half.com. You can find sickening deals there if you look around and just care about the games more than collections. Why? Howso? I just picked up Legend of Oasis for Saturn for a massive $4 just because the case was cracked and the game was used. Oh merciful heavens! Doesn't bother me any. In fact, I'll just toss the longbox away, transfer to a little jewel case and print out a high-quality front and back for the game and be happy, that's all.
A Saturn is quite affordable and offers a stellar library. If you have the right contacts and you know how to shop it is a simple and worthwhile addition to your gaming library, without a doubt. Also, since a lot of Radio Shacks may be closing, I highly suggest taking a look at the Sega Saturn massive FAQ over at GameFAQs and find out which batteries it takes. Why? Because most Saturns have dead internal batteries and you can fix them for cheap, around $2 a pop. You may as well buy around five or six batteries so you're covered with internal saves for the next five to twelve years, or at least until you buy a seperate Saturn memory card or a PAR or some other external saving device!
I hope this is of some help. If you would like a semi-short list of potential Saturn titles that would be worth picking up, just feel free to ask. There are plenty that have gone under people's radars and, quite honsetly, the Saturn was filled with so many amazing SHMUPs that it's simply ludicrous.
[Edit:] Honestly, if you can ask a friendly Pittsburgh person from the board who may frequent the Exchange often to ask around to see if they have any Saturns or Saturn products available, you should go ahead and do that. I imagine that if they have the system and the member is nice enough to help, it should only cost you around $45 to $48 in the end (shipping, confirmation, small finder's fee, gas expenses, etc.). That's still quite reasonable, especially if the Exchange also has some $1 games to go with it that he or she will just toss in there.
I'd be nice enough to do it myself but I am currently farther away from Pittsburgh than ever before, so it just isn't going to happen. Good luck, though!
