I used to shop only at BB, then branched out quite a bit. BB is now really only used for stuff they have on sale that can get a GGC tossed on top on it.
CC has picked up some of my money recently, due to the CC $5 sale and their current "autumn" sale, as well as their good PM policy.
Gamestop.com gets my money when it's cheap stuff that shows up online. Same for EBGames, and both have picked up a few pre-orders from me.
Outpost.com has quite a few bucks of recent, due to their low prices on a number of things.
Target had some of my money, due to the rainchecks, though that's tapered off to almost zero at the moment, due to a lack of said rainchecks.
A few other online sites have a few of my dollars as well.
Bascially, I try to be a CAG to the core and shop where it's as cheap as possible.