Yeah, I didn't buy music back then, my paper round money didn't stretch so far, so I too spent every Sunday evening in front of my fabulously enormous Amstrad stereo system (90% space inside) with it's graphic equaliser and very important dials. Like most proto-adults of my era, I had the entire rec-play/pause thing down to a fine art (I was also a ninja cassette respooler). I'm sure I've still got all those cassettes somewhere. A friend of mine had a double tape deck so he could copy (it had a double-speed setting, but that introduced some strange warbling effects to anything thusly copied).
I think I lied about Adam Ant being my first album, I must have been too young for that and I would have had to go to Nottingham for Our Price, but I remember having it from somewhere at some point (probably the warbling double-speed copy). It would have been something from Woolies, which was the only place to get music in our town. Something in my memory is actually saying it was Mr Mister's Welcome to the Real World (thanks Google). I have a distinct memory of proudly leaving Woolies with that in bag. That's a far less cool first album and I suspect any warbling contained therein was their own.
When I got to about sixteen, I had the funds to travel to Nottingham (though rarely the time, as those funds came from my Saturday job at the Coop and there was no such thing as Sunday opening) and occasionally visit Our Price, HMV, and the best of all for teens trying to look moody and meaningful, Selectadisc. You could also buy really poorly recorded gig bootlegs from the market.