Newegg has good prices but one cable will cost you 5 dollars to have it shipped to you. That's just to much for me to pay.
If I'm looking for cable purchases I go to http://www.coolerguys.com.
Great selection of cables and the shipping wont break the bank.
Lots of places have cables of all verities just look out for the shipping and handling.
Local buys for me don't cut it, what with the waste of time and gas, now that the local compusa is gone, it's even worse.