My favorite place for aquarium supplies and live fish is aquabid.com. It's like ebay, but better, and there's nothing BUT aquarium stuff! :o)
Plus you usually get great deals, since all the sellers are competing with each other for sales.
I don't like the aquariumguys either - VERY high prices. Drfosterandsmith, like the guy above posted is good sometimes. However, they can have high shipping costs, and are only a good price if an item is on sale.
You can also search google for a specific product - they will pull up sites and pricematch for you to see who offers the lowest price.
And for a few things, my FAVORITE place is bayleesfishees.com. You won't EVER find as good of live plants as you will there. Plus the guy is so nice, he'll always give you a great deal, and throw in extras. However what he sells is pretty limited - but if you want live plants, a good substrate, great fish food and filters then that's the place to go.
But for everything, I always try aquabid first, and sometimes ebay. I actually just bought a filter on ebay that was a GREAT deal, and it was brand new!
You have to kind of search for good deals, but it's worth it in the end!
Also, if you're looking for something used, you can try craigslist.org. It's not mail-order, but you can search people selling locally, and the best part is not only is it cheap, but there's no shipping costs.
I just bought a 40 gallon aquarium set up for about $70 - in great condition! THAT was a steal.