I've been building PC's for four or five years now. Not to make money or anything, just for myself, friends, and family. I've done a LOT of shopping over the net for parts, and the best place I've found, without question is:
www.newegg.com
I've placed at least 20 big-money orders with them, if not more. Every one of them was excellent. They've got a great return policy, which I've used a few times. Their shipping time is super fast. Their prices might not be the absolute lowest on pricewatch, but they're always damn close. When you take into account that they have EVERYTHING you could possibly want for a PC, then you end up saving money since you only have to buy from one place and pay one shipping fee.
Also, their listings have actual photos of the item (like 5 or 6 full size pics) and links to the item manufacturer's website. Very nice features I haven't seen anywhere else.