In the U.S., start checking CVS and other drugstores when they start stocking toys for Christmas. The sets are smaller now (less track), but cost only $10.
Toys 'R' Us usually has the trains, too, under their Fast Lane brand.
In years past, I have not seen these sets at Walmart, Target or Kmart.
There's a Western set, a "Continental Express" set (good for 1900 on) and a third set, a bit more modern.