As someone who rescues chins, I often tell people to rescue. There are always chins in need of good homes that are older. That said, we often know very little about the rescues we get in, and there could be unknown genetic conditions in those chins. They could have malo and it could have not shown up yet. But, often they're great chins with unknown backgrounds.
We have our small (think 8 chin) breeding herd. Out of those few chins, they're all from well-known breeders... and we've had a chin or two that's developed malo or some serious condition. We got in some rescues about a month ago - she said they were all from quality breeders, and many have ear-tags to prove it. Most of them are fur chewers. I know there's a debate about whether that's genetic or not, but if it is... well, these are breeder-quality chins. And our breeder chins have gotten malo - so the breeder chins aren't immune from that either.
I would stay away from the petstore, just because that's a whole 'nother class of unknown. But that said, my first two chins were pet store chins. They are 8 and 9 years old now, and they have never seen the vet and have never had any health issues to speak of. Have to say, they're much healthier than some chins we've seen here, and they were started out on the wrong diet, wrong cage, and all that. But I still wouldn't recommend pet stores.
I think where you get the chin will depend on what you want for the chin. If you're looking for just a pet, I would say a rescue would be fine. But you can't expect to get a pedigreed great-quality chin from a rescue - it pretty much just doesn't happen. We get considerably more tiny rat-faced chins at the rescue than we do show-stoppers (though it does happen from time to time). If you're looking to breed or even thinking about it, I would start with a pedigreed chin from a breeder, so that if you decide to go forward with that train of thought, you already have a chin that you can take to a show and be evaluated and possibly breed... which you wouldn't want to do with a rescue or a pet store chin. Whichever avenue you choose, I would be sure to choose a reputable source. I've met breeders who are more concerned about the money than their chin's health/care, and I've also heard of some rescues that should have been closed long ago because the owners refuse to take their chins to the vet when needed and try to self-treat everything. So, whatever you choose, try to find one that's reasonably known and people have formed good opinions about.