I used to buy a lot from deepdiscount.com although the past few years, everytime I check multiple movies that I want to buy between there and amazon, amazon's been cheaper almost every time. Seems like they usually had better deals when they were still deepdiscountdvd.com (they took the dvd off their name a number of years ago)
gogamer.com is usually an excellent place for games, although their 48 hour madness sales are the real reason to shop there. You can pick up some older gems for really cheap.