Round about series 5, I gave up (a) trying to find shops that sold the Mystery figures and (b) trying to find the ones I want by manipulating the bags. Now, I buy each set of 24 unopened bags from a UK seller. The latest series (21) cost me £61.85 including shipping. That's £2.58 (€3.09, $3.52) each. The UK Playmobil webshop currently sells mystery figures for £2.49 each. Smyths (a toy chainstore) also sell them for £2.49. On Amazon they are £3.
For me, it's worth getting the interminable reiterations of ninjas, chefs, firefighters, etc. (I.e. figures I find boring) in order to be sure of getting the more desirable figures, which fetch high prices when sold individually. I get all the parts (plus extras), sealed in bags, for very little more than they would cost in the shops. And if I do come across a shop selling the bags, I sometimes pick up an extra one or two of the better figures, but there is no pressure!