HarlanEllisonBooks.com has a big variety. If you go straight to the Susan's Shoppe section of the website you can find a lot of different works, with detailed information on which editions, grading, etc., are available.

They even sell copies of Rabbit Hole (the newsletter of the Harlan Ellison record collection) for extremely reasonable prices, though quantities available are limited.

If you're just looking to read the stories, digital is probably the easiest way to go. But if you're looking for physical copies, this looks like a good resource. I also want to note that "I Have No Mouth and I Must Scream" the game, with Ellison himself doing the voice work for the supercomputer, is on sale on GOG for $1.49.

The Essential Ellison 35 year version is reasonably priced and is a fantastic collection of some of his best works. There are also plenty of shorter collections that don't cost as much on Amazon, and I've also had good success finding his works in used bookstores.