128MB DDR PC2100 16x64
Newegg: $40 plus $6 shipping
Crucial: $34.19 plus a $5 coupon comes up (don't know if that's random or for everyone on that part number)
256MB PC2100 32x64
Newegg: $47 plus $6 shipping
Crucial: $63.89 plus a $15 coupon
512MB PC2100 64x64
Newegg: $124 plus $6 shipping
Crucial: $159 plus $20 coupon
Note that Crucial ships everything 2-day FedEx in the contiguous US for free (and has been saying forever "limited time").
Similar pricing differences appears with PC133 modules.
So, no, Newegg doesn't always have better prices than Crucial on Crucial memory. In some cases they're slightly lower, but you have to pay shipping. (Some might say Crucial is making up for the shipping with higher cost, but they're not so much higher that they're really making up for total shipping costs compared to other vendors.) As always, go with the place that has what you want at the price you want, combined with whatever convenience factor you find. I often will pay slightly more to buy everything from Newegg or Mwave so it's all shipped at the same time, but with Crucial that's not an issue, since they've yet to take more than 20 hours to get a package to me.
I've had memory arrive at my door 20 hours and even 17 hours after having ordered it online. They must be next door to a FedEx shipping office or something, but even then, getting packages shipped by 2-Day Air and having it arrive in less than one day is pretty good.