I have never had a problem with CD-WOW. They used to be crazy cheap, but I think the dorks at some equality bureau somewhere managed to win over them, so they're not as cheap anymore.
I don't understand that. Shouldn't laws protect the consumer, not the company? If someone is selling something cheaper than others -- shouldn't that be his or her right, and the consumer's right to purchase items at said lower price if it's offered in a legitimate fashion? So why did they manage to force CD-WOW to raise their prices? That's some bullshit.
Not sure if there's any others apart from what aku:jiki mentioned, but it can be good to compare the various stores as they do have different prices on their products (you'll need a currency converter such as http://www.xe.com/ucc/ though) and all of the various CD WOW stores have free worldwide shipping.
Oh, and yeah dvdcrave.com can be rather good at times as well.