It really depends on what you are looking for. If you are looking for something all around you can always use something like yahoo which compares multiple stores to find the best price for that product. If you are looking for like office supplies and stuff then you definitely want to go to a store specializing in that type of stuff such as www.officemax.com.
if you are looking for computer related stuff then i would recommend going to www.newegg.com
which has some great prices.