J&R, Beach Camera, AudioCubes, ListenUp, Newegg, and Best Buy/Magnolia all come to mind. Some of them sell through Amazon, but may not show you their best prices via Amazon (J&R is a prime example of this).
One that's less likely to get mentioned is Wal-mart; they (seemingly at random) will sometimes offer higher end gear online (and will ship that to any of their stores for free). Would at least be worth a quick look if you've got a specific model in mind (actually "browsing" their website is horrible, but if you know exactly what you want, it's pretty straight forward - they also don't require you to create an account to order).