It all depends what I'm buying. If I'm going to get something more on the expensive side, I shop around. If its only a couple bucks difference, I try to buy from Fish307. But I just can't afford to be loyal when it get down to bigger differences. My other two spots to check are Dicks and Walmart. For lures, not everything is carried everywhere, so I go wherever I can get them. I get hooks, sinkers, swivels, and stuff like that wherever I happen to be when I need them.
I rarely order anything from Cabela's or Bass Pro unless I can't find it anywhere else. But their catalogs definitely have a welcome home next to my toilet.