http://www.newegg.com - If they have what you want, this is the place to go first.

http://www.cdw.com CDW was a good vendor, but in 2004, their prices are not competitive on most consumer products.  Still decent pricing on business level products.

http://www.dell.com

http://www.crucial.com Great for figuring out what RAM to buy

http://www.amazon.com Just about everything

http://shopper-zdnet.com.com Shopping service

http://www.pricewatch.com Shopping service

http://www.pcnation.com Good business level product pricing

http://www.ecost.com Good business level product pricing

http://www.pricescan.com Shopping service

http://www.froogle.com Google's Shopping service