Frys is a nice choice for buying electronics: they have in-store same-day pickup, and they'll price match Amazon and Newegg. It's pretty convenient if you have one nearby.

This one surprised me a bit, but Best Buy also has equivalent prices to Amazon on a lot of things. A few days back I was looking for some items and found that they had everything available for the same price and I could go pick it up on the same day.

Amazon do seem to be stepping up their delivery speed, though. This morning I ordered something that wasn't available at other retailers and I was given an option for same-day delivery. A few hours later it arrived.