This page has links to Amazon UK & US with currently-available editions of David Lindsay's works and related books, as well as, at the bottom, links to publishers of current or recent editions.
If you're building a David Lindsay library, the secondhand market is an excellent way to go. AbeBooks (UK or US) is a major site pooling the wares of a large number of secondhand booksellers, though I find their postage charges can seem excessive. Amazon's marketplace service is usually a better bet, though you can't contact a seller beforehand to ask questions about condition and so on. (You can use the "Search for" Amazon links below, then follow the Used & New links for the titles you're interested in.)