Where to buy rare old LEGO sets?
If you already have a specific set in mind BrickSet provides links to ebay, bricklink, etc. to get a good overall idea of what prices look like.  BrickSet also has a tag for pneumatic sets.  I use it for tracking my wish list and what I already have.

I usually end up buying the sets or parts on BrickLink, but I'm not shopping for old sets that often.  There is much less sketchy stuff happening in BrickLink than on ebay.  You can find better prices if you're patient with ebay, but the BrickLink prices are often totally reasonable.  BrickLink also functions as the canonical list of sets and which parts are in which sets.  Sites like BrickSet automatically synchronize with it.

Looking at one of the oldest pneumatic sets - 8851 Excavator - ebay has it for $12 &amp; $12.99.  BrickLink's prices start at at $39.67 so I'd probably see if the ebay seller's have high-enough ebay reputation to deal with.  In this case ebay might even require less patience than bricklink.