I've got to say, newegg.com is probably my favorite online shopping spot. They have consistently good prices, great service, and an awesome website (with lots of photos of their products). I can usually find what I'm looking for, sometimes a few dollars more than other sites, but well worth the service and ease of use.
I just subscribed to their "Daily Deals" XML feed, coolness. Gosh I love feeds.
Here are examples of some if their great sales today.
Some other favorite shopping spots are pricewatch.com and pricegrabber.com