6pm.com has some if you're just looking for tees, hoodies, or other regular clothes from the UA brand. They seem to run about 30% off retail on most things which is still pricey but better than the advertised sales at the sporting goods places.
If you use Ebates or Bank of America's Add it Up (or maybe other cashback sites, those are the only two I'm personally familiar with) it might also be worth checking the sales and clearance sections on Underarmour.com - Ebates gives 12% back on purchases there, which makes for a pretty good deal if you stack it with a sale price. I just ordered my son the compression shirt he wants for under his football gear, the kind with the thin pads built in, as a Christmas gift: it retails for $80, the best sale I saw on it all season was $65, but Underarmour.com has it in their outlet section right now for $48 and I'll get about $6 back from Ebates, so in the end that's almost half price. Plus everything from UA.com ships free with no minimum purchase.