Brownells and MidwayUSA I'd never heard of before. 
We are already on Amazon.com, though I know most people think of it only for books, DVDs and music. 
Cabela's seems to pop up a lot, as do Bass Pro and Gander Mountain. 
Funny, no one ever says they buy their stuff from Wal-Mart or K-Mart. 
 
Though I did hear something about Wal-Mart taking guns out of some stores.  Maybe that's why no one buys from there. 
GSG