Are there any reputable chain retailers that you can get quality weights from? All the halfway decent lower-mid range stuff available online just doesn't make dollars and cents when the shipping cost is half or more of the list price. Would a sporting goods store carry them? Gyms are probably supplied by wholesale/manufacturers but where do regular city folks get their equipment (other than having it shipped)? :huh
City folks join gyms because they live in tiny cramped apartments and weight sets are not optimal space savers... Or, you could try Models we have those here in the big city.
I go to a gym now, but when I was working out at home in the backyard this is the place I got my weights from. Good, quality equipment. It's not too hard to find decent workout equipment. I can even get some decent stuff from the Wal-Mart down here. Just shop around if you want the best deal available.
To be honest, if your getting a metal-casted weight its not going to make much of a difference past your own personal preference. You can get those type of weights at Sports Authority, Walmart, or look for a local sporting goods store as they have the option to at least cut you a deal to bring in more business.
craiglist might not be bad, there are always a lot of people selling exercise equipment cheap when they give up on it, you might find something hardly used on there for a good price. Hopefully find one where they kept them indoors and not outside rusting.