http://www.cdon.com is a prime choice for a poor student with no credit card. Back when I was living in a larger town with quite a few quality stores, I did my best to keep them in business.
However, the arse of the world I currently reside in has one "proper" record store and the selection isn't exactly awe inspiring. Still, every now and then you make some thrilling second hand discoveries (Jay-Z's Blueprint for three euros being the latest) and at least you can count on getting recent releases, as long as they aren't too obscure.
"You know who else makes creatures? Satan." - Schizo