(PSA) Check your local Dollar Stores for Mega.

[OneShotW1z]

I can confirm that Dollar General has several of the HALO and COD Mega Construx sets. Tuesday Morning had some sets, but no HALO sets that I could find. I will check out the local DD's Discounts. Hopefully they will have some of the sets that I haven't found so far. Target is a pretty good place to find a few random Heroes sets, and Pokémon.

Any other locations in California that I should look into?

Overdue reply, but better late than never. I'd recommend Ross Dress for Less, I've seen a few up there too, still smaller scale, but it's another reliable vendor. I heard Burlington was also an option, but I had no luck finding any sets there. Discount stores in general are your best bet. I don't have much options unfortunately, so I can't pinpoint other stores have MCX sets outside the ones I mentioned, but I'll keep my eyes peeled for anything MCX that pops up in my local area.

[GeneralPatzer]

We have Dollarama stores here that sometimes carry MCX figures and sets. I got a Star Trek set there years ago. I have also seen Ninja Turtles sets there.

[WhoThCares]

Five FIVE BELOW stores have now opened in Colorado and they had the new weapon packs. I got two of the desert figures just for the machetes