What is the best way to buy palladium coins as an investment?

I live in Illinois. Considering sales tax, mark-up, insurance and delivery, is it better to order online, purchase from a coin shop, or eBay or something I am not aware of?

If you go to a local shop that has been in business for a while, meaning they are trustworthy, they are generally cheaper than online companies. I would never recommend that anyone buy bullion from ebay. Markup varies from shop to shop, the only thing you can do is check a couple of shops and see if they are all close in price, if you are comparing local shops to online companies be certain there are no hidden fees from the online company and that you factor shipping into your total cost.

I'm not sure about your state, but most states today have a $1,000 "no sales tax" law when it comes to bullion, if you spend $1,000 or more per invoice on bullion then there is no tax. Bullion can be gold, silver, platinum, palladium, rare coins and currency (currency only counts towards the 1k for it's face value, not what you pay for it).

Perth Mint Certificates USED to be available for palladium, but unfortunately not anymore.

but you might still want to keep the PMC in mind in case you want to buy gold, silver, or platinum...

Check out APMEX

http://www.apmex.com/Category/506/Pallad...

I have never bought palladium coins myself but remembered seeing them here. You will have to compare to local dealers but I believe that APMEX is competitive. They also have a full description of there policy for minimum order, shipping cost, ect, on the site I have linked. Hope this gives you a little help.