I'm continually impressed with Newegg, whoever owns that place really has a sharp operation.  No one place has the rock-bottom price on everything, but Newegg is very competitive.  Their shipping charges are not unreasonable, considering you're getting FedEx Express Saver, which is usally one or two days quicker than standard UPS Ground.  Realize that Newegg's 'quoted' FedEx cost next to each item is only if you were to only purchase that item alone.  If you buy more stuff, the shipping gets cheaper.  
I just purchased a 1GHz Celeron, 3 HSF + Arctic Silver, 2 x MSI KM133A Pro v5.0, 2 x 300w P4/AMD approved Evercase enclosure, 2 x 850 Duron, Lite-On 24102B CDRW, Sony 52x CD-ROM, 2 x Creative 56K PCI Modem, 2 x D-Link DFE-530TX+ NIC, some cabling and accessories, and even though Newegg's price on several of these items were higher than I could find on Pricewatch, I saved a bundle over what it would have cost me trying to buy every item from a lowball reseller with high shipping costs.
I don't mind paying a few bucks more for quality service, anyway.