Newegg.com definetly is the best e-store of them all, cheap items, fast and cheap shipping and great customer service. They may lack of one of two things every now and then (ultra PSU and non-electrical conductive coolant for example) but I really cant complain of anything.
And Zipzoomfly.com has really cheap stuff at times and mostly free shipping, even that it doesnt have nearly as large selection as Newegg.
Check prices for CPU, mobo, memory etc on pricegrabber before buying, you might some nice rebate with free shipping from some other store.