We've pretty much stopped buying books, dvds and cds in brick and mortar stores and use Amazon almost exclusively for stuff. You can definitely save a ton of money that way and of course love that free shipping for orders over $25!
I do this all the time up here at the lake.. However, I always buy used books - which 9 times out of 10 look brand new when they arrive..
As much as I loathe using anything that is related to eBay, I do use half.com as well.. The last batch of books I ordered last week (all used) were from half.com and the total was $54 less than the same used books would have been on Amazon.com.. (I ordered 11 books total..)
Either place, ordering 2 or more books from the same seller can save you quite a bit of money (more on half.com)..
Even buying from used sellers, I have found the shipping at both places to be very, very quick - with two exceptions.. There are two sellers that I have purchased from (they are on both Amazon and half.com) that I will never purchase from again.. I gave both of them a second chance and shouldn't have.. Not only was their shipping extremely slow, but one did not respond to emails at all and the other responded 5 days after I emailed them with a "form" response.. If anyone wants to know which two they are, PM me and I'll give you their names..
As for other items - "new" - (like Christmas shopping and such) - I always use Amazon.com.. Great prices and super fast shipping!
Another place not to forget is your local public library...DW and I noticed we were buying a lot of books and then had to find a place to put them when we were done, but we mostly didn't reread them so they were just taking up space. They cost like $20+ from Barnes and Noble, but then to resell them on Amazon since they're so widely produced you get a few bucks back. So we've stopped buying books and are going to be getting them from the library and then if we like them enough to want to reread them or make notes in them...then we will buy them off amazon. We've collected too many books through college and what not. We read "Marley and Me" and "My Sister's Keeper" and ended up giving both of them away to people to read. So that was like $40 down the drain.