Variety magazine started out as a Vaudeville weekly published out of New York by Sime Silverman in 1905. It's still around today, as is the Daily Variety, a separate daily magazine based out of Hollywood since 1933. I don't really see any issues of Variety popping up for resale, which I can understand with the Daily Variety-someone saving a run of those would be similar to saving a complete run of a newspaper, they'd take over your house! Not quite sure why more editions of the weekly version of the magazine aren't seen, though if I had to take a guess it'd be because the information inside quickly became outdated and so really the only reason to save them during the original period was out of pure laziness. If you're looking for them for your collection, my best guess would be to hunt down library discards of the bound volumes, as I'm sure those were kept and have likely been transferred to digital formats by now.
Today's date in 1907 the young publication would print what are considered the first movie reviews. The honor of being first appears to go to a 1906 film issued by Pathé Frères out of France, titled Émouvant voyage de noce, or An Exciting Honeymoon. An Exciting Honeymoon ran seven minutes and I have to assume it's now lost because the only information to be found anywhere online is the same write-up by Hal Erickson of the All-Movie guide:
Released by Pathe, the one-reel An Exciting Honeymoon was advertised as the first of a series. Evidently the young couple depicted in the film would go on to typical domestic misadventures in subsequent series entries. The quaint traditions of honeymooning were shown in detail, including a "ducking party" in a large pond. A dash of melodrama was added at the end with a chase between the hero and the villain. Indistinguishable from dozens of other productions of the period, An Exciting Honeymoon is historically significant as the first film to be reviewed by the trade newspaper Variety, on January 19, 1907.
Another of the films reviewed by Variety in that January 19, 1907 issue was a 13 minute Edwin S. Porter film, The Life of a Cowboy, which can be viewed today as part of Before the Nickelodeon: The Early Cinema of Edwin S. Porter. Porter is best know for The Great Train Robbery (1903), which is where the image of that cowboy aiming at you comes from. Despite the existence of The Life of a Cowboy, I couldn't find a copy online anywhere yet (DVD was only released in April of last year), so we'll have to settle for a YouTube clip I found of Dream of a Rarebit Fiend, which was issued around the same time (1906) and is at least a little different for you if you've only seen The Great Train Robbery before.
Beneath Dream of a Rarebit Fiend (YouTube removed this video, so I did too) you'll find the original January 19, 1906 Variety review for The Life of a Cowboy.
A long and interesting moving picture is "Life of a Cowboy" shown at Pastor's. It covers a wide range of subjects and the locale seems to be really the Western plains. The picture runs from a Western mining camp barroom to the arrival of a stage coach at the ranch with "tenderfeet" abroad, for whose delectation trick lariat throwing is introduced, followed by the holding up of the coach by Indians, the abduction of a young girl, the chase by the cowboys through pretty woods and rolling fields to the recapture of the girl, and the tragic finale where an Indian girl shoots a murderous bad man silently crawling up on the lover of the white girl. The series is so melodramatic in treatment that it acted on the audience like a vivid play (Musser 362).
Source: Musser, Charles. Before the Nickelodeon: Edwin S. Porter and the Edison Manufacturing Company. Berkeley: University of California Press, ©1991 1991. http://ark.cdlib.org/ark:/13030/ft3q2nb2gw/
Movie PR and fandom itself didn't really start picking up until the mid-1910's, at the time of the films mentioned here stars were not even billed for a few reasons, including a perceived lack of value in mentioning them. I've noticed from the variety of movie collectibles that I deal with that the marketing of stars really started gaining steam about 1916.