If you're in the US, newegg.com is the best. They're usually pretty close to being the cheapest, but they have a superb return department if something goes wrong.
Even in Canada, newegg.ca is the best way to go. Honestly, Tigerdirect always says "cheapest prices" although I ALWAYS find the same product on newegg.ca for at least $10+ cheaper.
I use to be a TigerDirect fan, but they have be replaced by Newegg.com for me.
Agreed with the above posters, you just can't beat Newegg. From time to time, though, some reputable retailers have good deals so you can save a bit of money with that route. However, Newegg seems to offer these deals more often that most. And their shell shockers are often quite something.
Newegg is probably the best, although it's often worth looking at Amazon as well once you find the hardware you want, as it's sometimes cheaper there
If you buy online you need to take into consideration the possible situation when you'd like to replace a broken piece of hardware. That's always difficult if you've ordered the part online from a store 1,000 kilometers away from you.
I order online, but from stores within the country. That ensures the best price and the ability to replace the part quickly.
Now, if you think you'll need "computer lab" services, which most stores offer, obviously buying from a local store is the only option you have.
both tiger direct and newegg are great if orderng online, I personally use Frys electronics most commonly. If you have one located near by I suggest using them they have a great return policy and to me its more convenient to return if something is damaged, broken or for whatever reason than sending it back in the mail and possibly haveing to pay shipping or a restock fee.