Locally, Sonics as a last resort. I have a real good hook up at a local store that gets me things at dealer pricing. I also have been known to grab some Craigslist specials.
I can usually get new speakers/subs on ebay (from dealers) cheaper than Sonicelectronix or Onlinecarstereo. I bought a couple prs. of ADS 6.5" components in 2007 for $150 (retail $250) right before they stopped making them and couldn't be happier with them. They are still kicking ***. Also got some Kicker 8" subs a little cheaper on ebay and they do the job very well.