Tracking Lego Sets #
Rebrickable also has collection tracking but I haven't used it.
Buying Lego #
Direct from Lego is the best place to get sets as soon as they get released but Amazon, Smyths, and Argos are all pretty good for buying at decent prices albeit later than release date usually. For second-hand or hard-to-find sets eBay or Bricklink is your best bet.
Bricklink is now owned by Lego, but it still works as it did before the purchase.
Bricklink is a marketplace of sellers rather than a single store, so you have to find a seller that has everything you want, or find mulitple sellers. Shipping can get expensive but Bricklink has tools to find to most efficient way to purchase a list of peices.