I love visiting streetfront bookshops and buying books there, but sadly that's not possible at the moment. And a lot of the books I want simply aren't available even in well-stocked shops such as the Oxford Blackwells and Waterstones.
If I'm looking to buy a book online, first of all I check Amazon. This will alert me if there are different editions available, and give me some feel for the price, new or secondhand. But it's not often that Amazon has the best price, even if you're not avoiding it for ethical reasons!
For secondhand books especially, I check alibris and ebay. (ABE is owned by Amazon, and as far as I can tell anything there also appears on Amazon Marketplace.) For new books, especially if expensive, I check Wordery, Blackwells, Speedyhen and Books etc. There's no UK equivalent of bookshop.org yet. Wordery has regular discount/specials — always 5% off a second book, sometimes 10% off orders over £30 or something like that. It's often possible to buy books directly from the publisher, too - a good way of supporting small independent publishers.
At the moment a lot of these vendors have reduced inventories, so often it's more a matter of finding a book at all, rather than trying to find the best price.