Here is a list of the things you might want to have to, um...further your Gundam Wing knowledge. Or just to show everybody that you're obsessed. That works, too.
The basic thing any obsessed Gundam Wing fan should have is, of course, the series on DVD. So you can watch it over and over again whenever you damn well feel like it! The best place to go for the cheapest, most high quality DVDs/box set would be Amazon, of course, but if you don't feel like going without food for the next month there is an alternative. eBay, if there is a possibility that you haven't heard about it, is an auctioning site where you can find all items, common to extremely rare, for dirt-cheap. This is usually where I go to get my stuff because it's such a bargain. Just make sure that the person you're buying from has good feedback or you may find yourself $50 poorer with nothing to show for it. Update: As of recently, the series has been re-released in two box sets under the title of "Anime Legends". Each box set is around $40, so you could get the whole series for around $80. A damn good deal, if you're looking for brand-spanking new DVDs. I had to pay over twice that price when I got my box set a few years back. :\
I thought the series manga really sucked, but there are other great side stories out there, just waiting for you to buy them! :D Episode Zero, Ground Zero, and Blind Target are all great mangas, which you can buy on Amazon, eBay, and Anime Nation. All are pretty common and would probably be in stock at your local bookstore.
I'm sure everybody and their grandma knows where to find these, but if not, let me point out some places. Okay, you can get these anywhere. You'll have more luck at your local Toys 'R Us than anywhere else. Well, at least that was the case when I was looking for them. That's where I got my battle-scarred Wing Zero Custom! Yayeah! But then I lost it. T_T Anyway, eBay is another good place to look if you want to get one cheap.
You can find het/yaoi/yuri/goat sex doujinshi on eBay any day of the week. Knock yourself out. I have to warn you, though, that many of them are highly priced. Be prepared to do serious battle for a few of them, too, since the well-known ones are always "attacked" right when they're put out.
The rest of the Gundam Wing items I own that don't fit into these categories I found on eBay. It is truly a wonderfully thing. Artbooks, CDs, etc. are pretty easy to find there.