There is no "cheapest." Most lenders are all using the same source of funds, either from FNMA or FHLMC or both, and rates and fees from each lender on any given day usually vary by less than the amount by which rates change every day. There are exceptions to this, of course, particularly for niche programs like certain balloons, ARMs, and subprime credit and alternative documentation programs, and some lenders are a little more expensive but in that case you often get what you pay for (meaning that many of the discount lenders out there *cough* Ditech *cough* provide extemely inferior service, even if you qualify you'll be lucky to get the loan).
Also, do not call around to mortgage lenders and ask, "What's your rate?" All you're doing is showing that you know nothing of how mortgages work. Why? Because (1) rates change - not everyday - but every minute, so if you're not approved and locking in at that very moment, whatever rate they quote you is meaningless, and (2) rate pricing on any given credit grade is subject to a multitude of factors like term, loan amount, loan purpose, whether or not you wish to buy down points, etc. If the loan officer that you initially speak to is not aware of those factors and is just quoting you "a rate," then once again that quote will be meaningless.
Lendingtree.com, btw, is an absolute joke in the mortgage industry. All they are is a lead source. If you want your name and personal info to be spammed into a hundred marketing databases, guaranteeing you to get telemarketing calls for life, then by all means apply there.
My best advice is to find a good honest loan officer that you can trust to provide excellent competitive pricing and service, and stick with them.
edited: spelling