There are literally hundreds of web sites with low-cost computer components. The best of these are very, very good. The worst of these are the stuff nightmares are made of. I'm going to list sites here that I purchase from frequently .. or at least consult frequently. If you look at my Current Rig page, you'll see my top two stores are Amazon and Newegg. I also find deals at B&H Photo Video fairly often, but usually usually when I'm in the market for home entertainment components and cameras.
I had to do a bit of research to figure out if Amazon or Newegg is my main source for computer components. Before I became an Amazon Prime member, it was clearly Newegg. Since then, it's a least slightly tilted in favor of Amzon. I purchased my first item - a book - from Amazon in 2000 and my first item from Newegg in 2001. However, before Amazon Prime, I bought less than a dozen things from them per year. I'm on track to have at least 60 orders this year. Genius.
Like Newegg, Amazon has fantastic order tracking and a complete, searchable order history of my purchases. If I revisit a product page of an item I've purchased before, Amazon puts a link at the top saying when I bought it with a link to the order. That's something Newegg doesn't do, and it's quite handy. Amazon has reasonable product search functionality, but Newegg has them beat by far. Sorry to say this Newegg, but I often do product research on your site and buy from Amazon. Their prices are usually the same or cheaper, but the free Prime shipping usually tips the scale.
Recently, Amazon started having Sunday delivery in addition to Saturday delivery. On the rare occasion I need it for work on Monday, this is quite handy. I don't know the exact number of orders I have had with Amazon, but it's in the hundreds somewhere. I've returned two items and one item was lost during shipping. I had no hassles getting my money back.
Newegg is still one of my favorite web sites from which to buy computer components. At last check, I have placed over 100 orders with them ranging from $7 to $1400. How do I know this for certain? Like Amazon, every order I've placed with them is available in my account order history on their web site. This includes a complete listing of everything I've purchased and how much I purchased it for. Several times, I've used this to check what products I put in which build. It's quicker to look this up online than to try to look through my files or pop the side off of a machine. It also makes it very easy to buy another of the same item to put in a different machine or recommend it to someone. My first purchase from Newegg was a Leadtek TI200/TDH GeForce3 Ti200 64MB AGP 4X Video Card which I bought in October 2001 for $229. I'm sure it was a bargain at the time.
I don't think I've ever had a computer build that didn't have at least one part from Newegg. In fact, I'm sure it's more than one part per PC, but I don't want to take the time to check. One feature that keeps me going is that finding items on Newegg is wonderful. Their Guided and Advanced Search are both good at whittling down items, but the Power Search is the real winner. I can reduce hundreds or thousands potential components down to the dozen or two one that really fit my build in mere seconds. The number of times I've posted the results from those searches as an answer to some forum post must now number in the hundreds if not thousands. No other site has search capabilities this extensive. You say you want a new, retail version of an Intel LGA-1150 CPU that's at least quad core with a base clock of no less than 3.2 GHz? Go to Newegg's power search with desktop CPUs, check the appropriate boxes and click search. (12 products matched on May 16th 2015.)
Newegg also has daily "Shellshocker" deals that start at midnight PDT. Another deal starts at 10 AM PDT and then 1, 3, and 6PM PDT. That at least gets me to look at the site once a day during the week. (On the weekends, the deals tend to things other than computer-related items.) I've purchased a number of the deals, and they really are good deals. Sometimes fantastic deals. Newegg also has a mobile app that features one special mobile-only deal a day, and that one usually is a very good deal.
I used to be such a Newegg fan I practically shopped nowhere else, however, in the last couple years, there have been a few chinks in the armor. It used to be that all orders I placed with Newegg arrived in two or three days - most of those with free shipping. Newegg has added "Super Saver" and "Standard" shipping options, which are often the only way to get free shipping nowadays. That's fine if the price is really good and/or I'm OK if the item doesn't arrive for five to seven days. They've also started using the US Post Office for the Super Saver shipping. I get complete email tracking of when the order is accepted and charged and another (with tracking numbers) when it is shipped - until the USPS gets it. Then, I often get no tracking info whatsoever until the item is delivered. That, I am not happy with. I generally try to make sure to get the two to three-day shipping. If I can't get it that way from Newegg, I generally can get it from Amazon.
The second chink in the armor is that Newegg now allows other dealers to be listed in their searches and sell products through Newegg. In theory, that should be fine except that (at least for the things I am looking for), the prices of the other dealers are bad. Sometimes to the point of being laughable. The times where their other dealer's prices are in line with Newegg (or Amazon) are so few, that I find their addition in the search results to be unwelcome noise. Oddly, having other sources like this is something Amazon has always done, but it doesn't bother me with them. There are several reasons why this is so, but at least, I can check the Amazon Prime checkbox which eliminates anyone that doesn't ship it for free and guarantee two-day shipping.
I've yet for Newegg to get an order wrong but have had to return a few items I bought, and RMAs are easy to request online. One item was a video capture card that refused to work with one particular motherboard. (I had purchased that video card before and had no issues with it.) I received refunds in about a week to two weeks. They do charge a restocking fee, which I wasn't overly pleased with, but since they would have to sell the card (for less) as an open box item, it was not a great situation for anyone. It's not their fault the card was incompatible. (Not really mine either.)
Even though I might have a couple issues with Newegg, I've still ordered hundreds of items from them since 2001. I wouldn't hesitate to ramp that up to thousands if the need arose. They've yet to make a mistake on an order or to be late on shipping an order. My returns were handled fairly and efficiently. I've recommended Newegg to many friends and those that purchased from them have the same experiences that I have. There are very few companies online or otherwise, that run with this sort of quality.
Micro Center is my CPU and motherboard store. ... Next section.
No, really, that pretty much sums it up. If you happen to be lucky enough to live near a Micro Center store, which I do, you can take advantage of their fantastic deals on CPUs. They are consistently $40 - $100 cheaper depending on the model of CPU. If you aren't set on a specific motherboard, you can often get another $40 off a CPU/motherboard bundle. The motherboards offered in the bundle are pretty good ones, too. The catch is that these prices are in-store only; you have to go there and buy them in person. They are, of course, hoping to get you to buy other things (or everything) while in the store. They sometimes succeed, too. You have to pay sales tax, but Amazon now collects that anyway, so that's a not a factor.
For example, in May 2015, an Intel Core i5 4690K is $240 at Newegg and $236 at Amazon. It's $200 at Micro Center. Likewise, an Intel Core i7 4790K is $330 at Newegg and Amazon, but only $280 at Micro Center. If I was forced to "settle" on an Intel 4690K and Gigabyte GA-Z97X-Gaming 7 motherboard, I could get both from Newegg for $425 (with three-day shipping) and Amazon for $418 (but without two-day Prime shipping or $453 with expedited shipping) or I could go to Micro Center and pay $350 (with tax). Every gaming PC I've made in the last 3-4 years has a CPU from Micro Center and often a CPU/Motherboard bundle.
B&H Photo Video is my first thought any time I need audio or video equipment - especially cameras, but also projectors, A/V receivers, speakers and the like. Their catalogs - yes, they still mail out catalogs - are adult toy catalogs. In addition to all things audio and video-related, they also sell computer components. While their prices are generally competitive, their selection is smaller than Amazon or Newegg as components are not their focus. When I recently decided to upgrade to a higher-resolution monitor, I checked at B&H Photo Video since video-editing systems (and therefore monitors) are right up their alley. I found B&H Photo Video had the monitor I was looking for both cheaper than Newegg and Amazon, with free shipping and they don't charge sales tax. They also had the video card I was looking for, again, with no sales tax charged. The sales tax alone was over a $60 difference in the total. The monitor was quite a bit cheaper, too.
If you need heatsinks, fans or cables, this is a great place to get them. In addition to fans for computer cases, video cards, etc., they sell cooling solutions and case modifications like lighting kits. They are also a good source for all those odd fans you may come across like the tiny ones found on some motherboards and video cards. I used to get most of my fans here because they were often cheaper than Newegg when shipping was considered. Newegg often charges as much to ship a fan or cable as the fan or cable itself costs. With Amazon Prime, that's not an issue, but Coolerguys selection is just way more extensive.
PC Part Picker is not a place you can buy things from directly as it's not a store. However, it helps put together a list of components with the least cost. The prices it quotes are the lowest of those taken from a number of stores that it knows about. (The user has the choice of the store regardless of the cost.) The downside is that it doesn't have data about every single store. It does have the major ones like Newegg, Amazon, B&H Photo Video and Micro Center among others. It also covers several countries besides the US like the UK, Austrailia, Spain, Germany, and Italy. I can't vouch for how good of a job it does for countries other than the US.
PC Part Picker tries very hard to make sure the components you put together when picking the parts for a system build are compatible. If you pick an Intel LGA 1150 socket CPU for example, the only motherboards offered later are those with an LGA 1150 socket. The memory offered will work with the motherboard, etc. It's getting pretty good at cross-checking. While picking each component, a number of filters are available that are specific to the component.
Reseller Ratings is also not a store. It's a place where online retailers can be rated by their customers. If you find a price online that seems too good to be true, check with Reseller Ratings, and you may find out why. You might expect Reseller Ratings to degrade into being a general B**chfest, but I don't find that to be the case. Unless I know the reseller well enough to trust them, I won't buy from a retailer that has less than an 8 out of 10 (8/10) or not enough reviews. Amazon's my one big exception. They have a 6.8/10 at the moment, but I personally have not had any issue with Amazon. Newegg.com has a 9.82/10. Micro Center has an 8.5/10, but that likely refers mostly or completely to online orders from their website.
Keep in mind, Reseller Ratings isn't specifically for computer-related purchases. You can find ratings for Zappos (9.17/10) as well as Kohl's (1.67/10 - ouch). If you want to have some fun, read the entries under the Best and Worst List.