Price Check Before You Splurge
Recently I laid out a non-trival sum of money (over $300) for a language learning CD that I bought directly from the publisher (Rosetta Stone). I noticed their 10% discount in a magazine ad, and after testing out a demo CD, also succumbed to their special pricing offer for product packaging (levels I & II together).
I've been happily learning French for the last few weeks, but must admit I did feel a little sheepish when I accidentally came across the same product on Amazon.com for an additional 10% less than I paid for it. I had neglected to price check!
Let this be a lesson to us all...it's relatively painless these days to check and compare prices online.
SIDE-BY-SIDE COMPARISONS

Sites like PriceGrabber.com let you compare products side-by-side
Two sites I like best for price comparisons online are PriceGrabber.com and BizRate.com.
Both sites are geared towards online shoppers who know what they want and are looking for the best price. They both offer, side-by-side price comparisons, and include customer ratings and reviews of the online store as well as product details. It's also easy to check in these "one stop shops" as to whether the items are in stock, whether they are an authorized dealer of that item, have same day shipping, or have any other special offers currently.
Customers ratings of vendors are indispensable to using these kinds of sites successfully. Like a great many other online shoppers, I like to hear first-hand customer experiences before using a new online vendor for a purchase (particularly for electronics, which can be a little shady). So, it's useful to hear from other online shoppers whether their merchandise was delivered in a timely manner and in good condition, or if they had any problems with return or service questions.
In addition to understanding (and avoiding) vendor problems, good reviews and five star ratings can help point you to a new favorite vendor. I discovered Crutchfield.com on PriceGrabber, and was rewarded with a terrific online user experience when I bought a camcorder on that site. (I heartily recommend Crutchfield for your consumer electronic needs.)

Vendor details like this help you find new vendors
The other nice feature of these sites is they help you determine who has what in stock, which makes it easy to make your final buying decision.
ONLINE VS LOCAL
There are also sites that help you price shop sales at your local stores with online discounters. One example is ShopLocal.com. You enter your ZIP code and select how far you are willing to travel to do comparison shopping (10, 20, or 50 miles away, etc.)
Although this sounds good in theory, the reality is that for many different kinds of products I got a lot of negligible results. This is because ShopLocal seems to be relying on "in-store offers" (sales), as opposed to regular pricing. This may be because I'm out in the (relative) boonies, but I think it's also a sign that implementing the promise in a site like this a little harder than delivering results.
WHEN IN DOUBT, CHECK THE BIG KAHUNAH
And then there's always Amazon. It's amazing to me how much Amazon is a moving target (for its competitors, too, I'm sure). I have to learn to always check them for prices on anything - not just books.
Some people think that eBayExpress is giving Amazon a run for their money, but I don't think there is any comparison. For one thing, Amazon has a much better interface. Amazon's customer service may fall by the wayside on occasion (it's outsourced to overseas customer service centers, and can be a little quirky to put it nicely), but it's certainly proven to be reliable source for good products at good prices...
Now I just have to remember to take my own advice.
