I'm from NJ and think Newegg is great. Fantastic deals, generally very low prices, excellent selection, and ungodly fast shipping, even for the cheapie free shipping.
That said, minor parts (say lightscribe dvds or cables) I'll check pricewatch.com or go to monoprice for cables and cable like things.
Zipzoomfly is my second choice. The don't charge shipping or tax in NJ, so they can end up cheaper than Newegg a lot of times. Their selection isn't as good, and their free shipping takes a while, but still a reliable sight. They mostly only carry big brands, so I've only dealt with warranties directly through the companies and not through ZZF.