When buying electronic parts it sometimes is cheaper to buy in the USA. There are some caveats concerning shipping though.
While sometimes a bit cheaper (but I usually end up with free shipping because I cluster my buys), there is one very big drawback, and that is import tax.
With UPS you have to pay the import tax in cash to the driver. Because you don't know the exact amount at order time you have to guess how much money you need to have in house and then some more because the driver usually can't give change back.
DHL & FEDEX
With DHL & FEDEX you don't pay the import tax to the driver, you get a separate bill via snail mail, which you can pay via a normal wire transfer. Much better!
That being said, this starts to influence my buying choices. For example digikey usually ships with UPS, while mouser allows me to choose FEDEX, which makes mouser my preferred choice for buying parts from the USA.
When buying in Europe it doesn't matter so for farnell and rsonline I don't mind either. If I can buy at either of those I still prefer that but both digikey and mouser have a somewhat larger and different selection.
I basically buy most parts at those 4, and sometimes sparkfun or one of sparkfun's resellers of course. Are there any other shops you recommend ?