My favorite bookstore for speculative fiction was Clarkesworld Books, at least before it closed to my great dismay (for understandable reasons but I have to admit I was rather sad to see it go). I can't believe I didn't see this earlier, but it was open again a little while before Christmas and is open again through January 31! (It's just as well I didn't see it was open before Christmas - nobody would have gotten any presents from me this year after I spent all my money on books.)
Because of closing, it is a great place for cheap books, and they have some signed books too. This time around I ordered a signed copy of Elizabeth Bear's Blood and Iron. Also, sometimes you can find out of print books, like the first two books in Robert Holdstock's Merlin Codex series, which I also took advantage of. Then Storm Constantine's Calenture and Sign for the Sacred called my name, being somewhat difficult to find in the United States. I had to seriously restrain myself from buying more, which is why it's a good thing I didn't know before Christmas.
In the past, I've gotten other signed books from there, such as the entire Prince of Nothing series by R. Scott Bakker, The Sons of Avonar by Carol Berg, Monstrous Regiment by Terry Pratchett, and Forest Mage by Robin Hobb. Have I mentioned before how much I love autographed books?