I think Newegg has the best layout, since they do a very good job of maintaining the search categories for the various items.
However, their shipping policy is CRAP (put multiple products in one box to ship, but still charge separate shipping on everything), and they play pricing games (like most other sites unfortunately), so I don't use them unless I have to.
ZZF is very nice because they have free 2 day shipping on most things. However, try finding a SCKT 939/754 heatsink using their current categories. They don't have categories for those sockets, so you have to already know what you want in order to find it. Their site needs better organization.
Haven't bought form Monarch, but maybe I should have. I have to pay tax on anything from Newegg or ZZF.
Amazon occasionally has good stuff too, but talk about a crappy layout! It's almost impossible to find anything no that site (at least for me).
-Doh!