Newegg.com for most computer DIY purchases. Usually best prices, great user reviews & insanely fast Shipping.
Buy.com for general electronics, good deals too and fast shipping.
Etsy.com for really cool one-off items and gifts. I can get lost there for hours, easily!
Ebay is too much work, almost been scammed a few times & it's a huge hassle to get any conflict resolution.
Amazon and Ebay for textbooks. www.modcloth.com - has interesting clothes. And great shoes. www.nordstrom.com - my favorite store but the closest one is in Natick and I don't have a car in the city so I resort to online shopping.
Never bought anything from Etsy but I looooove looking!