I go to newegg for just about everything. Occasionally you'll find a better deal elsewhere, but newegg is consistently priced pretty competitively and it's just not worth the time a lot of times for a savings of a few bucks.
I use deal sites, but I check regularly rather than waiting until I need it. Just recently I picked up 2GB for $10 AR - that's pretty decent, you have to admit. On the other hand, this had led to me having several extra GB sitting around.
I've used Other World Computing (http://www.macsales.com/) for 5-10 RAM purchases over the years. Good prices and I've never had a reliability problem. Mac focused, though RAM is generally RAM.
I use newegg.com, mostly because I'm really, really picky about ECC- I use unbuffered ECC in everything. Only a little more expensive than non-ecc- the biggest problem is that most places don't stock it. newegg does.
If I was using non-ecc, I'd wait for a sale at Fry's (though I'd still make sure to buy corsair or crucial or some other reputable brand) - I get most of my hard drives at Fry's- I tried ordering 'em from newegg, and the packaging (on the hard drives) was horribly bad. the drives were ok, but that was luck.
Craigslist. People that have just upgraded their laptop or desktop sell the old RAM for next to nothing. If nothing fits the bill on CL then it's off to Newegg.
I buy from local shops in SP road, in Bangalore while in Delhi I used to buy from nehru place. Both these places are known for electronics goods at cheap rate in India.
