Like Sandman256 says, if possible find a local dealer. You want to be there and see the detector you're getting. This is the ideal. Then there's the one-on-one help that's almost priceless. And something else that's rarely discussed is the possibility of leads on where to hunt. These dealers usually know a great deal about the history of the area and they can get one started in the right direction.
But, if there are no local dealers, then it's ebay or some online detector store. Be advised that through ebay you never know for sure what you're getting. Most likely you'll be okay but then you never know and ebay sellers come and go.
If there's no local dealer I usually go with either KellyCo or one of the other major online dealers who has been around for awhile.
Most of my machines came from KellyCo. All where shipped well and timely. I found that they do beat all other deals as advertised. And, they will make wrongs right. However, as far as advice and general useage help goes after the purchase, forget it. Once the deal is satisfactorily completed, they don't want to hear from you until the next purchase.
I might add that this is not true of all online dealers. KellyCo is so big and does such a high volume of business that I don't think they have time to do much individual assistance work with those learning their machines. I don't blame them for this, it's just a fact. Probably most of the staff is over-burdened already.
Here's a suggestion:
Do an online search of dealers and look for those who don't (DO NOT) sell those high priced metal detector headphones. While some of these are very good, they're over-priced to hook THers. Most anyone in the detector business knows they're a high-markup item and easy money from newbies.
There is one major dealer (I forget who just now) who won't sell these because he knows Wal-Mart, Radio Shack, etc., sell excellent headphones for far less money and you may even be able to try them on before you buy to find the model that is most comfortable for you. If after you make the purchase you find they're not what you needed, you can get 100% refund. Most online dealers deduct for "restocking" and then there's the postage and shipping hassle.
Refusing to use THers indicates a high level of integrity and he's the person from which to purchase your machine. He's the dealer who'll be there to help you after the purchase.