Computer gaming is one hobby that can get expensive quickly if you like to buy a lot of games. One way to save money is to wait a few months after a game is released. Often times stores will put the game on sale to try to lure you to buy the game at their store instead of the competition. Take advantage of this! Also, shop around for older games, sometimes you'll find them for great prices.
Each week Amazon puts some computer games on sale, and no they aren't the always the unpopular ones. For an added bonus, if you spend more than $25, you'll get free shipping.
At half.com sellers name the price they want to sell their games for, instead of auctioning them off like on Ebay. The games are usually used, and you need to watch the feedback for the seller closely.
Wal-mart always tries to outdo their competition by lowering the price by at least a few cents. It's probably worth it to pick the game up a store, instead of ordering online to save on shipping.
EB Games isn't always the first to lower their prices, but they do usually lower prices on games that aren't selling well. If you plan on buying or preordering a popular game, check EB Games to see if they are offering free shipping.
Game Stop is very similar to EB Games. Game Stop has free shipping deals quite often.
GoGamer lowers their prices on some games, and has Blow-Out discounts on older games, starting as cheap as a dollar. They also have good deals on shipping by FedEx.