For mainstream pop/rock/alt CDs, half.com has good prices and large assortment of used CDs.
For new mainstream jazz/classical/pop/rock, buy.com has lowest prices I find. Lower than Amazon, Tower, CD Universe
etc.
For select Audiophile stuff Elusive Disc and Music Direct,
and others but I don't know many sources for this type of music, others here may know better sources.
And of course if you want to take the time to bid/auction
CDs one at a time ebay.