I use many, but frequently go through amazon.com. Simply google the item you're looking for, click on shopping, and check out the places with the best prices and reviews. Places I've bought from:
Alfred E Bike
Bikewagon
Bike Tires Direct
BikeIsland
Competitive cyclist (usually full list price but sometimes have excellent sales)
Performance/Nashbar
JensonUSA
Masherz
MountainsPlus
PricePoint
RealCyclist
REI (full list but sales and/or 15% off for members with REI CC)
TreeFortBikes
etc...