Newegg/Amazon. Depends on who has the best price at the time I'm buying. I got my GTX 1080 at Best Buy and would do that if they have good prices and if I want instant gratification but they're not my first choice to check on supply. I used to have a Fry's near me when I lived in So Cal but now I have to drive over an hour just to get to one.
As for finding the best deals, I check out slick deals or gaming sites to see if any good stuff pops up.