There's no single retailer/e-tailer that is the offers all components at the cheapest prices anywhere...if there was, like the Carlsberg advert, it would be the 'best in the world!' - and business through the roof! You'll have pretty much already found this out.
So, what do we do?
- compromise by always purchasing from one source, just because everything's together/one delivery?
- pick the cheapest we can find on our Google, etc., searches?
So, we're looking at the following ratio:-
the size of the savings you can make shopping separately : buying from a single store
-->in the end, the buyer will decide. If you are saving significantly by sourcing the cheapest price from different stores then the answer is pretty much a given.
-->the 'convenience' / bartering power? by buying most/all from one source...most stores want your business and so they generally try to price match - but that means you doing the comparison/Meerkat thing.
Partpickers are a good start. Note that they only compare the stores defined in the settings page - you can add to these, though I'm sure these include ebuyer, scan and overclockers and they should all do a price match generally providing there's a bit of money involved for them, though I'd find it hard to believe that £1000 would not get you a price match.