I'll put in a plug here for headphones.com since they don't seem to be mentioned around here all that often.
I recently decided to purchase the Shure 940s and they were nearly $75 cheaper via headphones.com ($225 v. $299). This is including the 10% discount they offer to head-fi readers, which was very much appreciated.
The shipping was a bit of a fiasco since they use USPS. It sat in the USPS facility in New Jersey for three days before they did anything with it and the whole process took a little over a week. I was a little disappointed with this, but they do ship everything free, so I guess it's hard to be too upset by it. Regardless, David was very helpful throughout the process and was very easy to contact both through his headphones.com e-mail and PMs here on the site. He always kept me informed on where the headphones were in the shipping process and was friendly and professional throughout.
The headphones arrived in perfect shape, and I couldn't be happier. I'd most certainly recommend them to others looking to make their next purchase.