So many questions...
My primary source is the local Hobby Lobby, for Vallejo Model Color (not Air). They have a moderate palette, mostly enough to get done what I need to get done. When they don't have the color(s) I need (or are out, which is frequent), I have had success using eBay. The most recent eBay order was from an LHS, who was actually out of the specific color I needed, and - bless them - fulfilled through another LHS that happened to be the LHS closest to me, albeit 100 miles away.
I have not looked for Vallejo at Michaels. However, since when we're there we tend to roam the aisles, so if they did handle the line it would have grabbed my attention. It's worthwhile to note that Hobby Lobby displays the Vallejo in the same aisle as Testors, Tamiya, K&S Metals and other purely "hobby" supplies, and Michaels has no equivalent department.
Dick Blick carries the artist lines and not the hobby lines. Not that that's bad, just a different selection and different media. I buy Vallejo acrylic matte and gloss medium from Blick. Vallejo Artist Colors are intended for brushing and the palette follows conventional water color and oil paints you would normally find in artist tube media. They can probably be reduced and sprayed but I haven't tried it.
I have had success spraying Vallejo Model Color simply by reducing with water. Others will doubtless have better recommendations there. My use, frankly, is for scenery and buildings, not models, so it doesn't matter if I don't have the finest control over the characteristics. Even with the water reduction I have been consistently impressed by the pigment density.
I have not used Model Air as yet since I can't get it locally. Reducing Model Color works well enough to not make the effort in my case.
A couple of online sources I've used:
Mark Twain Hobby Center (above mentioned LHS):
https://www.hobby1.com Competition Minis:
https://www.competitionminis.com They're also (very!) good for scenery supplies.
