I buy most of my equipment from Dolphin Scuba. Part of the reason is so that I can get my equipment service at Dolphin. Another reason is so that I can support the local dive shop. Last - Mike (the owner) usually gives me a discount so the prices are similar to what I would get online. I think I get a discount from him because I spent lots of money there ($10K in the past year). What ever you do - make sure that you can get your regulators serviced locally or at least you know a place where you can send it in for servicing.
Here's some of my recommendation on where to get stuff:
1. Mask - buy that locally. I would recommend Dolphin or Sport Chalet. You want to try on the mask before you purchase them. In addition, you will want to verify that the dive shop will let you do an exchange if the mask does leak. My wife went through three different masks before she found one that fit her properly.
2. Boots and Gloves - Once again - you might want to purchase those locally. You really want to try them on to make sure they fit. If you do purchase these items online, I'd recommend you purchase several different sizes and return the one that doesn't fit. Return shipping may negate any price saving you got from ordering online vs purchasing it at a local dive shop (LDS). When purchasing gloves, you will have to consider thickness (more thickness = more warmth) vs comfort (more thickness = less dexterity). I personally use 1mm warm water gloves because I hate the fact that with 3mm gloves, I lose a lot of dexterity in my fingers.
3. Fins - if you know what size fins you need, you can order them online or anywhere you want. Don't order cheap fins. I have the ScubaPro TwinJets and really like them. I bought them based on the recommendation of our past president (Rich VanDusen). I can tell you that in my class - the people that had the hardest time with surface swimming were the ones who had cheap fins.
4. Wetsuit / Drysuits - fit is everything in wetsuits. I would recommend that you check out DiveTank.com . They have some incredible deals on Bare wetsuits/drysuits. A good drysuit can set you back $1500 (starting) and as much as $3000. BTW - if you are renting wetsuits for your check out dives, I would not rent them from Dolphins. Dolphin's rental wetsuit are old and beatup. Sport Chalet has newer suits for rent.
5. Dive computers - You can get these online. Don't purchase any UWATEC dive computers from a non-ScubaPro authorized dealer. The battery replacedment on a "grey market" UWATEC dive computer is a couple of hundred dollars. BTW - I had the UWATEC SmartCom console computer and really liked it a lot. The only flaw with the SmartCom (~$700) is that they don't have a clock display (even though the computer has a clock chip). I recently switched over to a wireless wrist computer (Oceanic VT3 - $1000). The best value in dive computers would probably be the Oceanic Veo 100nx. It's a nitrox capable computer. Even if you don't dive nitrox immediate, I would still get one for WHEN you do get nitrox certified.
BCD - Zeagle is considered one of the top BCD out there. I used to have a ScubaPro Knighthawk and liked it a lot. I moved over to a backplate and wing (BP&W) system because I eventually want to get into more technical diving. BP&W seems to be the must have thing for all the hardcore divers. But to be honest - I like the fit and feel of the back inflated BCD much more than the BP&W.
Regulator and Octo - there are a lot of good regulators and Octo available. They vary greatly in prices from the "inexpensive" model to the $$$$$ model. In my opinion, for rec diving, almost any regulator will be fine. You can pay for bells and whistle (such as a small size, auto dust cap). Check with Scubatoys (see below) to see what special they have on regulator package. Also - go to Dolphin and ask them if they have any discounted regulator that they can sell at a discount. BTW - most manufacturer wants annual maintenance on requlators/octos. It's not cheap. It just cost me $175 to have two pairs of fist stage/ second stage regulator/octo serviced. The parts were included free as part of the "parts for life."
www.scubatoys.com - 10% off if you tell them you are a ScubaBoard .com member. They have top notch customer service, very good prices, and are an authorized dealers for the stuff they sell. Just make sure that anything (especially requlators and dive comptuers) your purchase can be serviced locally.
www.divetank.com - great for wetsuits and drysuits. Their prices are really low. I have two Bare wetsuits (7mm and 2mm). Although other company makes nicer wetsuits, I couldn't find any that were better values. Beside - most of the time, I dive dry.
DiveSports.com - they have a pretty good reputation. Sometimes they have great deals on BCD. Back in April, they did a special on a special on Backplate, Wings, and harness for $399. They special may not be available anymore, but it might be worth calling them to see what special they have.