eBay all the way...just find somebody with good ratings. Average 30% savings on brand-new items, more if you're willing to chance used stuff. Especially economical if you can install the stuff yourself (I can't, unfortunately).
Crutchfield.com has great info online and you can get pretty decent advice from their 1-800 number.
There are some problems with buying from ebay. If you are buying quality/expensive brand name equipment you probably wont be able to get it fixed through the manufacturer (under the warranty) if something ever happens. Theres alot of sellers that don't even mention the brand name in their auctions. Some sellers will make it so you can't see the brand name in the picture and advertise "wonderful product, brand new," etc. but what you end up buying is a crap product from Pyle, Pyramid, Boss, Cuspid, etc.