The free one you get when you buy your group from some place like bikedirects.com or maybe even Performance.

Shimano's OEM discounts are _enormous_. You can get a generic bike and wheelset including a Shimano group (perhaps with brake and crank substitutions) for about what you'd spend on just the group from someplace inexpensive overseas (US retail markups on bike parts are rediculous even on-line) like the UK (ribble, shiny bikes, etc.)

Unless you want something odd (sporty geometry, low bottom bracket not cyclo-cross height, longer chainstays for pannier clearance, frame couplers), want Campagnolo (where your $1200 Chorus group built into a bike will carry a $4000 price tag), or have a shed full of spare parts (It's amazing what can accumulate over 10 or 15 years - as a one bike sort of guy I'd still need only a set of brakes and stem + bars to finish a frame set) you'll be better off financially with a complete bike.