Fossils are found all over the world, wherever there are rocks of the right type. Sedimentary rocks like limestones, siltstones, shales and some sandstones are the usual sources, but sometimes the fossil structures can survive a degree of metamorphosis so there are also fossiliferous marbles and slates.
Even if we know a layer of rock might be rich in fossils, we still have to get to them. Places where there is a lot of rock exposure - quarries, cliffs, beaches and so on - are a good place to start looking.If you want to go collecting, it's worth speaking to people with some local knowledge. Try a tourist information or ranger service, or a nearby museum, for some advice. Remember to collect following guidelines and laws, and always be sensitive to the site.
The shop's stock is of little real scientific value - there is nothing so rare it should be in a museum. Most come from sites where there are so many fossils - usually of only one or two types - that they are commercially viable. From places like these, the academic world will always have more than enough material for research.