is by far and away my favorite, but not exclusively.
I use CoolerGuys
for fans and cables as I find Newegg's shipping for these low-cost items a bit too high.
I recently found EXcalibur PC
and they are sometimes cheaper than Newegg. I found them when Newegg ran out of stock for a motherboard I was looking for. It was cheaper and in stock.
I've also used ZipZoomFly
in the past and liked them, but their web sites are not as easy to navigate as Newegg's and the prices are generally comparable.
This list is pretty much in order of my preference for using them.