101cd is often very cheap but they do charge for shipping, and cdwow are good for current/chart stuff. For obscure titles it can sometimes work out cheaper to buy from a US site like cduniverse and pay the shipping costs. A search on somewhere like kelkoo is always a good idea.
I really like play.com too. I have always received my cd/dvd etc after a day or so of ordering, always fab condition, free postage - defo gets my vote!
cd-wow.com is the cheapest for most things and provides the best customer service (award winning so i understand). Chart cd's have been dropped to 8.75 and there are loads for 6.99 in the bargain basement. Plus you never pay for delivery and it all arrives dead quick.