Magic items are staples of fantasy fiction and roleplaying games.
After all, they boost the individual or group using them, they are fun in their own right, and they allow a DM to loredump without inflicting reading homework on the players.
They are such a staple that many DMs include Magic Item Shoppes in their game worlds, and then spend hours stocking them, and then spend more hours determining how such a store does not get robbed/burgled/looted by transient PCs or NPCs.
There are several common recommendations.
1. Such shops don't exist. If that is the case, make sure your players know in session 0. Various rulesets and player plans are item-based, and not being able to easily acquire such items is frustrating.
2. The shopkeeper is a retired high-level adventurer of sorts, using magical alarms, illusions, traps, extradimensional spaces, and other things to safeguard the product. Probably extraplanar guard-things.
3. The shopkeeper is a retired low-level adventurer who has powerful friends (because regular folk cannot afford magic items). Adventurers and world leaders call upon this person to keep them supplied. They will come looking for the thieves, doubly so if the shopkeeper - their friend and source - was murdered in the process.
4. The shopkeeper pays protection to the local thieves' guild, who will assuredly come seeking to make an example of whomever made them lose face.
5. It is a specialty store that only crafts items on commission, which is never an overnight affair.
6. Some combination of 2-5.
7. DM fiat. The players automatically fail, regardless of what they do. Don't do this. This is terrible.
On top of all this is the need to determine an inventory. If the store is Magical WalMart, it may have anything, and lots of it - then dice are used, and PCs end up with items that make the campaign ... difficult for the DM. Alternatively, the DM painstakingly handpicks or even handcrafts the inventory, and is stuck describing everything multiple times to indifferent players.
All of which is a poor investment of DM time that makes me twitchy just thinking about.
While magic item auctions are a possibility, they can be difficult to pull off at the table, unless you can score some guest players to run the NPC competition. Then an auction can be awesome.
My preferred method is to use a magic item broker or agent. These are merchants that traffic in magic items, but do not keep their wares with them, instead procuring things as needed by wealthy customers. Granted, such transactions are expensive and time-consuming, requiring a nonrefundable payment up front and the remainder upon delivery.
These payments may not even be entirely in coin, but instead cost other items, goods, favors, or the like. No doubt the contracts are signed under the watchful eye of the local deity of contracts and justice, who will (or its clergy will) ensure bad things happen to whichever party reneges on the deal.
Of course, whatever the customer wants may not be available. Something similar may be found, or items can be commissioned, but these all take time. Time measured in months, years, or even decades (depending on how crafting works in your game world). I like this method because it allows PCs to have items they (mostly) want at a rate that doesn't suddenly break the table.
Note this method means that items provided by such a broker or agent may not be exactly what the players/PCs want. The item may have quirks or flaws, it might be a scimitar rather than a longsword, or it might be outright cursed. This is all part of the negotiations with the broker. Once a deal is struck, though, to quote what my children learned in preschool, you get what you get and you don't fuss a bit.
Luckily, DnD even has such beings in place, at least to a degree. The Arcane.
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