For new books, I always shop at Barnes & Noble’s web site. I used to use Amazon, and they were ok, but BN has free, same day delivery in my area, which is nothing short of amazing, if you ask me.
For used books, I like half.com, but it 's a crap shoot. I usually keep a list of books that I’m looking for in a lukewarm sort of way, and every week or so search for them on half.com. It’s remarkable to see the price changes from week to week.
I know people rave about abe, but I only use it when I am searching for a particular, hard to find, title. I find that the abe format isn’t that easy to browse, especially if I am looking for more than one book, and would ideally like both of them to be reasonably priced, and from the store, to save on shipping. I use abe when I go into a search knowing that I am willing to spend a little more on a book that I simply have to own, especially for OOP books.
gentlyusedbooks.com is a neat source for mass market paperbacks, mostly crime or romance genre fiction. Most books are about $2 - $4, and it’s handy for finding that last Spenser mystery or whatever else you might be cranking through at the moment. They also offer nice customer service, it seems like a small operation and they send coupons and other special offers to their customers, and will also hold books for you if you let them know what you are looking for.