Sweetwater, a couple of different local guitar shops. Sometimes music123.com for items Sweetwater doesn't carry. GC only when I have to because their sales help is useless and it takes too damned long to get in and out.
Used - either eBay or locally. I buy stuff from guys around here that are pretty incessant upgraders.
Guitar Center. I know it sounds blasphemous, but a friend of mine works there. If they have something I want, I call him & ask him to set one aside for me. Then I go in about 15 minutes before closing time, find him, and zap.
Sweetwater. Pretty good when you want the newest stuff.
I've developed a good relationship with Garth at Pacific Pro Audio. Great deals all the time and good custumer service ... and he returns phone calls. The most important thing to do IMHO is develop a good relationship with a sales person and stick with 'em. I get great deals all the time and notice if some interesting piece of used gear may come acroos his desk.