Fry's Electronics is a decent place if you want to go to a store in person. They also sell car stereos and home electronics.
http://www.frys.com/
Newegg.com is another great site:
http://www.newegg.com/
Plus, there's always Amazon, but I find it rather painful to browse efficiently for computer equipment. I usually hit them up after I've decided just what I want, to compare pricing:
http://www.amazon.com/
There is also eBay, which you're probably familiar with:
http://www.ebay.com/
And for those who don't mind 2nd hand, going to other people's homes, or meeting someplace to buy from individuals, try Craig's List:
http://www.craigslist.org/
I've found some of my value purchases from Craig's List, but I wasn't looking for brand new pieces.