go to slickdeals and search for Legos. I believe Toys R Us has a few different sets on sale, and maybe Amazon or Walmart too(?) IMO, that's the best place to look as they list the better deals.
It's hard to find a true discount. TRU so often jacks up the prices then puts them on sale so they are about the same as buying them straight from Lego. And buying straight from Lego (store or online) gives you VIP rewards.
And I also haven't found in the past that the sets TRU/etc has on sale match up with what my son wants.
Best bet is to know the prices, know what the kids want, and see IF things match up with sales...but I'd budget for full price.
Sometimes Amazon has the lightening deals on Legos and I just got my son the Lego Lone Ranger Train Chase set for 35% off. Look at the Black Friday ad for Toys R Us, I think some are discounted, not sure of the percentage off though.