You'll never have trouble getting Wave 1 of a new series in store.
You might miss Wave 2 if Wave 1 doesn't move quick enough and the next new figures are Wave 3. In general though the first three waves will be available pretty easily.
Get towards the end though, particularly the Waves 5 and 6 (think TR Overlord, Ramhorn, Shuffler, Slugslinger) and you're best off ordering online to lock them in as they might not appear as Wave 1 of what-comes-next comes in instead.