eBay
If you don't mind buying off the internet I think eBay has the best prices for everything. All of the Speed Shops around me can't even come close to the prices I could get off of eBay. The only problem is that you have to make sure the part is'nt a knock off or damaged. As long as you read the page carefully you will be OK. The only other problem is that sometimes the part that you want is'nt on eBay, but I usually wait until one comes up.
The only parts that I have gotten cheeper through the local speed shop, Indy Extreme Imports, were parts that had special discounts. BTW, it also helps that I am dating the Owners sister who happens to be really great and doesn't mind telling her brother to give me cost on everything I buy. Plus she is REALLY HOT......