For new stuff I buy pretty much exclusively from Best Buy, as they are very near me, and they have terrific prices on new releases.

Having said that though, the majority of my CD purchases are used cd's off Ebay. I've found a treasure of CD's at outstanding bargains that way.

Lastly, if you're in the Los Angeles or San Fran area, Amoeba Music has TONS of used CD's at great prices as well.