A great site for all the thrifty gamers out there is (I hope this doesn't get auto-censored)
www.cheapassgamer.com They keep track of the best prices and deals at chain stores (Best Buy, Circuit City, Wal-Mart, etc.) all across the US. They also announce good deals and promotions from websites, including stuff like periods of free shipping. It's also not only games, but all game-related stuff like controllers, memcards, gamesharks and other accessories.