Since the web is a great place to find deals, I usually try to look for things long before I need them, so I can hunt/wait for deals on those items.
I like
www.rei.com and
www.rei-outlet.com, because I can check out, try on, or otherwise handle many of the items available online at their retail store fairly close by. REI's guarantee is excellent: if you're not satisfied, you can return it for an exchange or cash back (minus the shipping, unless it's their fault). I can find many similar items (in quality if not brand) at
www.Campmor.com, also. REI-Outlet carries items only at significant discount (closeouts, overstock, seconds), while the other two regularly have sale or marked-down prices. Both REI sites especially are well-organized, although be forewarned that their descriptions are not always complete, and sometimes inaccurate. Service at both REI and Campmor, in my experience, has been very good to excellent.
Of course, frequently you can find non-brand name items which are fully adequate, or sometimes which may even be better. Two big sites are
www.CheaperThanDirt.com and
www.ActionGear.com (site for Brigade Quartermasters). Descriptions on both sites tends to lean towards hype and measurements on a few items I've received have been fairly significantly off, but you can find some great deals at both, esp the former. Buying several items at a time is usually best, as their shipping costs are pretty steep, esp CTD.
As most of us probably know, it's always best to do a search and check around, esp before buying expensive items.
Oh well, my .02 --
Glen