www.newegg.com ships to me incredibly quickly, so I usually buy there even though they have a physical presence in my state and therefor collect government extortion.
I've also bought from Microcenter (CPU) and from Buy.com (case).
I also check slickdeals.net every day, and also woot.com.
This is a Canadian website but I have occasionally seen some great deals. They do accept US orders. Ignore the prices you see on the main screen. They give you the US dollar price when you click on the item.
I have not ordered from here but I know people who have and who have gotten great deals.
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