Honestly I recommend amazon. I bought mine through extremerestraints.com but they are overpriced, just make sure you look at the reviews. My next one will be a bird cage type and some of them can be kinda cheap.
It depends on what device you want. I get accused of being a snob or paranoid (depending on who is saying it) because I usually prefer to go directly to the manufacturer rather than a third party retailer like amazon, etc. If I don't want to wait or pay shipping, I will stop by the local shops and see what they have available. My latest purchase (CB-6000) was actually in stock, along with several others that I had researched and decided against for various reasons.
Yes, discount retailers like amazon will allow you to pay less for a given device, however, there is no guarantee that the discounted device is from the original manufacturer or if it is a knock-off.