Mostly Amazon, because I'm a Prime member & a Kindle owner (although I do most of my reading just on my phone because I don't feel like carrying anything else around with me, lol).
Thriftbooks.com is good for really cheap deals, though their selection is rather limited.
These days I only buy digital books, mostly from Amazon, but back in the days when I used to buy physical books, I used to buy from a local book store that was biggest in the country. It was called Pilgrims.