Dundee, LOL. You go into town and then you can catch a bus or a train at either bus or train stations, Megabus can be good. You think about what you want to buy before you go. You go to Glasgow and you go to Mono, its near St Enoch's shopping centre in a place called Merchant city (they also have lovely vegan food and nice homemade ginger beer and Stephen Pastel works there! BONUS), if in Edinburgh go to Avalanche on Cockburn street as its near the town centre and youll find it easy, if they don't have what you want ask.
Alternatively you go to
http://www.vinylnet.co.uk/. They're good. Virgin or Fopp might say they'll get things in for you but, they're shit. I've asked for some semi and not very obscure stuff before and they really haven't helped me one tiny bit apart from by promising the goods and not getting them for you. They dont seem to be capable of dealing with indie labels as of yet. Theres a record shop in St Andrews which is though. You will HAVE to order things though as their selection is also fairly limited, although they constantly have a supply of semi dencent stuff.
Or you can pot luck it at Groucho's or charity shop it. This will take a long time though to find anything particularly worthy. 'sup to you.