Of those the ones I've used are:
---General Hardware---
Buy.com My best source in recent years.
NewEgg Many times even though I'm in CA
Micro Center (Also B&M) Failed to buy, though because they couldn't fulfill my online purchase at B&M
Fry's (Also B&M) Most of their prices stink. Only specials sometimes interesting
---More Specialized---
Xoxide One time for nice fans
---Used, generic, or older hardware---
Computer Geeks Got a mobo from them
Other resources:
Anandtech hot deals Lots, even tonight!
Fatwallet (coupons/codes and cashback program) Yep, and cashback
Google (It's your friend). I always use Google
Pricegrabber for comparison shopping I use this a LOT
Pricewatch - I've used them quite a bit, not recently though. They focus pretty much on computer stuff whereas Pricegrabber has a much broader range.
Resellerratings (Check before you buy) Don't use it as much as I used to.
I've gotten a lot of my best deals by searching at Amazon.com. Sometimes they have prices that beat the best deals you can find with Pricegrabber and Google searches, so I usually also search at Amazon. Lots of times a 3rd party works through them and have great deals. Also Amazon reviews can be very helpful and they are often very plentiful. Many other sites have extensive reviews too, some are vendors, others not. For instance, Newegg has lots of reviews, also lots of good photos of merchandise.