I buy mostly at DeepDiscountDVD, then Amazon (only when it is sometimes cheaper, which does happen from time to time). At Amazon, your order has to be $25 or more to get free shipping, but because I'm a serious collector, I'm always ordering several at a time.
Once in a blue moon, I buy from TLA Releasing. They almost never have the best prices, and shipping is never free, but they have the biggest selection of gay movies that I'm aware of. If I can't find a gay-themed movie elsewhere, I can always go there.