Auctions. There are any number of online auctioneers selling off machine shop tooling (going out of business, upgrading and getting rid of old stuff, etc.).

I haven't bought CNC machinery that way, but I've gotten tooling, measuring equipment, etc. for pennies on the dollar buying from auctions.

And like jacquesm said, EBay.

Ebay, and specialized traders. Also: contact the sales people of new machinery for early access to trade-ins.