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Depends how you buy. Amazon sells items, as well as individual vendors.
If you just click 'add to cart' theres a high chance (95%) youre buying from Amazon, and unless theyre sold out, or no longer carry the item, it'll be bought from the main vendor carrying that product. These add to cart items (the 95% ones) all come from Amazon and their warehouses for the most part.
If you click new/used and try to find the best price, thats where youre buying from someone else. These are other actual businesses, or individual people like myself who sell my old text books. If you buy multipule items from these, theyll all come from different places, as they are individually going to their local post office and mailing the item.
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Newegg all the way. Great prices and their service is just amazing. I've had stuff arrive the day after I ordered it, sometimes all the way from California (I'm in NYC). Nobody else is even in the same ballpark.
If I'm buying small stuff, I also check the weekly listing at Radio Shack. Sometimes they have sales on small things that are designed to pull people into the store so the items are super cheap.