I use newegg.com, mostly because I'm really, really picky about ECC- I use unbuffered ECC in everything. Only a little more expensive than non-ecc- the biggest problem is that most places don't stock it. newegg does.
If I was using non-ecc, I'd wait for a sale at Fry's (though I'd still make sure to buy corsair or crucial or some other reputable brand) - I get most of my hard drives at Fry's- I tried ordering 'em from newegg, and the packaging (on the hard drives) was horribly bad. the drives were ok, but that was luck.