Me and my group of gaming friends have been playing and collecting warmaster since it came out so some of the rare minis were bought when they weren't rare.
Also, when I heard the warning (on Warseer I think) that GW were going to stop selling a lot of their units I immediately bought a load. I remember buying a Storm of Chaos Characters pack, 4 packs of Knights of the White Wolf, 4 packs of Knights of the Blazing Sun and 4 packs of Knights Panther as well as some other bits and pieces the day before it all became unavailable. I warned my friends at the time but I wasn't on this forum then.
Since then I have always periodically scanned e bay to pick up any 'missing' units for the armies I collect and I have most bases covered now.
I have also picked up some rare units at Wargaming shows e.g. I picked up the 3 units of Hammerers at a bring and buy at a wargaming show.
Now it's harder as e bay is the only place you can really get rare units and you have to pay silly money for them. Trading on this forum is also a good alternative (hence my posting of this thread, obviously).
Dave