First places I check are always the local computer stores. I like to get my stuff right away, and if the price is within a dollar or two of what it would cost buying it online (product cost+shipping) I'll buy it there. I also have a tendency to wait and buy stuff at those Super Computer Sales if there's one coming up. Otherwise, if I have a lot to gain by buying online I will just use Pricewatch in tandem with resellerratings.com. I don't buy from vendors with a less than 3.25 out of 7 rating. Some sellers I have dealt with successfully are: Neutron, Beyond Computer, and USSA.com.
Unsuccessfully (as in I wouldn't do business with them again): Memory To Go, shophereusa.com
Hope this helps.
SickBoy