As far as sites to buy books, there are a lot of them. I only have experience with Amazon and BN.com, but I hear good things about Half.com, too.

Other sites to buy or price compare on books include (PLEASE NOTE: I haven't checked these URLs in a while, so they may be defunct, but I'd guess most still work) http://www.alibris.com/, http://www.bookfinder.com/, http://www.booksense.com/, http://www.booksforabuck.com/ (this one is for electronic fiction), http://www.booksurge.com/, http://www.fictionwise.com/ (ebooks), http://www.qpb.com/, http://www.strandbooks.com/, and http://www.unclefesterbooks.com/.

Additionally, you can sometimes get good deals by ordering straight from the publisher.

You can also find genre-specific sales sites, if looking for fiction, or non-fiction sales sites that specialize in a certain type of non-fic. I have some for romance and horror, if you want them.

More general shopping sites (that include books) are http://www.overstock.com/ and http://www.froogle.com/.

And if you want to see if there are any money-saving coupon codes available, there are a plethora of sites that list those, such as http://www.allonlinecoupons.com/, http://www.couponheaven.com/, http://www.coupon-mon.com/, http://www.dealcoupon.com/, http://www.fatwallet.com/, http://www.flamingoworld.com/, and http://www.retailmenot.com/. (These are ones I've found particularly useful at different times.)