I think every geek in the universe knows and loves Newegg. Great prices, great selection, amazing search system for finding just the right part, a really good community of people offering product ratings, and best of all amazing and responsive customer service.
Just about any cable you can imagine in a dozen variations each for a fraction of what they cost in the stores. $4 for the same HDMI cable that sells for $80 at Bestbuy.
Hand picked selection of hard to find and extremely useful travel equipment. The proprietors take the time to describe just about everything they sell in great detail and explain how it compares to other products.
An addicting site. They sell one things a day, starting at midnight, Central time. When they run out, they are done for the day. Next midnight, the next item goes up. Usually, the stuff is something I have no need for, but I have to check it each morning, because you never know when something really good will come up. Plus, you can’t beat $5 shipping an handling on a 42" TV.
Running Warehouse for running gear - they have the best prices and by far the best service, and you usually get some free socks or a grocery bag or something with your order.
Don’t forget the occasional “Woot Off” where they run through a huge selection of items (which they apparently only have a small number of) and sell them off in a single day. Some offerings only last long enough for you to refresh your browser.
I got my Roomba as a closeout model through Woot. I suspect most items are similar - model being discontinued, Woot buys them up and sells them off at a discount to the customer.