Swfa has the most consistantly lowest prices of anywhere I've actually ordered from. http://www.swfa.com/ They also have an extensive "sample" list where you can save as much as 50% and consists of dealer samples,factory refurbished,etc.-most still with full factory warranty.
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Sometimes you earthlings REALLY amaze me!
I compared Cabelas to the theopticzone.com for the Leupold scope I'm getting and Cabelas was actually cheaper by $39. Also, Right now Cabelas is giving $30 off of any purchase $150 or more. Check them out, they may be cheaper or offering coupons that make it cheaper because of the holidays.
Take a look at Bear Basin Outfitters. I have used them several times. Like others said, shop until you drop. Prices from supplier to supplier can be all over the board ... and sometimes (but rarely) you can actually bargain.
I personally like www.opticaltactics.com hastle free, great customer care, and right now they are offering promos and discounts on some nice Night Vision equipment.