I can't believe nobody has mentioned TCWO.com If you're looking for cheap shipping, ($6.95, total, for up to 150lbs of stuff) that's the place to go. I bought my mobo and my RAM from Newegg and just about everything else from TWCO. Newegg has better selection and, yes, some parts are free shipping. The one drawback I've run across with the Epox mobo I bought there is that Newegg says it doesn't warrant the product, the manufacturer does. Epox says they only warrant their products if you buy them directly from them. That's their official policies, anyway. I've heard that Newegg doesn't necessarily act that way, though, and will replace parts as needed.
TCWO definitely has good technical service, too. Again, if you're willing to get what they have instead of choosing every exact peice from the whole range of possibilities, you can get a complete system, pay only 7 bucks shipping, competitive prices (they're often the price leader on pricewatch.com for AMD CPUs), and get good support down the road.
-heulenwolf