Here's a list of some of the Internet shops I use most often - best prices (usually) and pretty good service too.

Entertainment:

CD-WOW - Excellent prices on CDs, DVDs (multiregion also) and computer games.

Amazon - The old favourite! Can't say much about this that you don't already know, I'm sure!

eBay - Find just about anything here, but watch out for high delivery charges.

Virgin Megastores - Free delivery, but not always the best prices. Shop around.

HMV - Pricey delivery, but online student discount available on everything, even sale prices.

Play - Free delivery, similar prices to CD-WOW, but a much larger selection.

Electronics / Computer Gear:

Savastore - Can be very cheap, and has an excellent stock of stuff.

Ebuyer - Again, can be very cheap, but delivery's a bit pricey and takes an unnecessarily long time unless you opt for the (expensive) express delivery.

Dabs - Usually well priced. Delivery's quite a lot and takes a while, but you get free "dabspoints" on every purchase, and you can earn air miles.

7dayshop - An excellent online store that ships from Jersey / Guernsey so things are usually lots cheaper (no tax?). Delivery's very reasonable, but the delivery time can be 10 days. Annoying that you can't right-click on the page though!

Maplin - Pretty standard prices, good selection and some good sales every now and again.

My Memory - For flash drives, cheap cards for digital cameras and general memory, excellent prices.