For a huge selection and great - perhaps the best- prices, check out Campmor. You can order their catalog there too. Bare bones black and white catalog, unlike the 'big' guys, but that probably helps hold down prices.
I completely agree! I buy most of my stuff here, the discounts are insane. I bought a eureka tent for $80 there that was around $120 at retail stores. I like to go to some of the others like REI (which are completely overpriced) and then check campmor.
I also like Cabelas, Grander Mountain, or Bass Proshops as long as you're not looking for the ultra light weight titanium/carbon fiber hiking poles with platinum eyelets you can usually find it there and for a good price.