I tend to just use
Google Product Search . Avoid anywhere that doesn't have a rating like the plague and use your best judgement with any sites you're not familiar with.
I will always check the manufacturer's websites for a list of authorized retailers. Don't forget to always give places like J&R and Electronics Expo a call on the phone, since they will often only list the MSRP or MAP on their online showroom, but they will sell for less if you just call and ask. Manufacturers will also typically list their authorized factory refurbished retail partner - which is often accessories4less, but sometimes other sites are used.
Digitalcraze.com is a good site for "grey market" deals. Nothing they sell is authorized by the manufacturer, so you won't get any manufacturer warranties. But at least Digital Craze is up front about this. You'll get the typical issues dealing with them - promises of free shipping that result in a phone call after you've placed an order, telling you that they can't offer free shipping on your particular item. Stuff being shown as "in stock" that ends up requiring a back order and several weeks of waiting. Stuff shown for sale on the website that ends up not actually being available. All the typical "grey market" pitfalls. But the reason I'm still willing to buy from Digital Craze is because unlike Audiophile Liquidator or the many other sites that are all part of the same umbrella company as AL, Digital Craze actually has good communication. They call on the phone, they answer the phone when you call, they send emails at every stage of the way. So they're still grey market, they still have most of the problems that come with grey market, but they aren't a total scam like a lot of other grey market retailers. No taking your order, charging your card and never delivering - so at least that's something
Other than that, there's just the typical keeping an eye out for sales, clearance and discount, but most of those things will pop up in a Google Product Search if you check daily.
Hope that helps.