I've just become a fan of online shopping for new things. I can always find a cheaper deal online than local (granted, buying local is still important and great, but some bargains are worth shopping online for).
When shopping for something, I'll always "froogle"/google search and click the left option "shopping," this allows google to just bring up items for sell that match as results of the search.
I also do a search on Amazon.com to compare what they have. If you're a Mom, you can do amazon.com/mom and get free shipping for qualified orders for three months or something...plus more benefits if you want to read about them. Or just regular purchases on their site can be shipped for free if your total order of qualified amazon products is over $25.
The third place I check is walmart.com, which if you find what you want for the right price, has free site-to-store pickup. You just order it to the store and then pick it up inside the store at the back, pre-paid and everything. That's been nice.
I've realized that all the big stores/companies have websites with mailings and that if there's one store you love to shop at, you should sign up for the email list to a junk email account. Every once in awhile I'll check my junk email and find some great coupons for DownEast or Babies R Us or Lands End, etc....whatever store.
The other big thing to note is that when I order online from a big store, I try to always find something on sale, and with free shipping. I generally google coupon/promo codes for stores online so I get a deal. This has been so helpful for some things, less for others. A present I bought for Paul was from a site which normally cost more than a place like walmart or amazon, but a google search found this item discounted, and a promo code I found happened to save me 15% off the bill too, so I got two things for a savings of $6.50 for one and at least $11 for the other (off the lowest amazon price). Crazy good deal! Of course I had to pay shipping for this smaller site, but I still saved!
The one downside is that this effort takes time. IF you don't have time or patience to search for the best cost, or to wait for such deals, then this isn't for you.
There are also local coupons you can see. I know pinchingyourpennies.com has coupons and such. And Smiths has their coupons online too....I'm not as much of a coupon person, so I can't tell you too much about that, but feel free to google coupon places around your local area if that's up your alley.
I don't normally love walmart, but occasionally I'll get something there if it's a steal of a deal.