ThriftyJoe mentioned Campsaver, and they are good for mass produced products, plus have good service, too(I'm about to order some stuff from them today). Same can be said for backcountry, backcountrygear, and others. REI has fantastic service, but typically run of the mill products at full price. A lot of the good stuff, UL quilts and shelters, especially, come from cottage makers. So do the truly ultralight packs, but they pretty much require everything in your system to be ultralight, because they have little support, and cannot carry much weight comfortably.
STP is great if they have what you want. Unbeatable prices with the dealflyer coupons. I've bought lots of Smartwool and Point 6 merino wool socks and Terramar wicking underwear from them, but not "real" gear.
Google:
Zpacks(UL shelters, accessories, hybrid sleeping bag/quilts)
Tarptent(lightweight shelters with lots of choices and features)
Enlightened Equipment(great bang for the buck quilts)
Snow Peak and Evernew for cookware(ti pots, mugs, etc)
Platypus or Evernew "bottles"(lightweight water storage)
Sawyer Squeeze filter(lightest water filter I know of)
frogg toggs ultralight raingear(not durable, or for extensive use, but plenty for thunderstorms and layering-UL for cheap)
Also for UL gear and shelter that I'm less familiar with, but are popular:
Six Moon Designs
Mountain Laurel Designs
The sleep system is one of the most important parts, generally THE most important in terms of saving bulk and weight.
Lots of companies make great down jackets and sleeping bags or quilts. Stick with 800 fill or higher to maximize packability, and minimize weight.
In inflatable sleeping pads, which offer by far the greatest comfort, ThermaRest has new versions of their NeoAir sleeping pads that have the best r value for the weight, Exped has the best comfort, and features, and their UL versions are still very light with all that. Big Agnes compromises some weight, but are very comfortable, and the best bang for the buck.
I use Big Agnes pads and Marmot 800 fill sleeping bags. Excellent performance, but I'm constantly tempted by Exped's UL pads, and a few different 850-900 fill quilts, so wish I'd gone ahead and spent more from the start. Now I'm wanting to upgrade stuff I bought 2-3 years ago, and can probably get another decade or more of use from.
btw, this is backpacking gear. You can get gear adequate for camping at much lower prices, it'll just be heavier and bulkier. Going UL to camp, or for short hikes in to a campsite, would be needlessly flushing a lot of cash. The same money is well-spent if you're using it often, and hauling it on your back for hours at a time, though! I think "often" is the key here. Considering I get to use my stuff so much, and basically live with or in it for a couple months per year, it's all pretty cheap in the whole scheme of things.