Check your contry's official Playmobil online store. Their catalog will probably be limited to the current stuff and a lot of interesting, basic-ish, unboxed recurring figures. It's a great way to jump into the line. From what I've seen they are very fairly priced. I have used
Playmobil.es myself for that initial oomph of buying twenty-something figures, I've just checked
Playmobil.us for example and it seems pretty similar. I think they all have montly promotions, so you may wait for a convenient one, I used one that didn't charge shipping costs for purchases over 60€ as opposed to the default 120€ figure. They also sell spare pieces, though they don't have a straight catalog with prices for these, you have to ask for them and they give you a budget.
Then check ebay, amazon and whatnot for your more specific needs, such as older figures, figures from opened blind boxes or gathered armies.