Depends on what I'm after.
I've just started wading back in to the Aubrey/Maturin series who's collection (20 books compressed in to 5 main books) I'd purchased through Amazon. If I'm looking for something antique, as I was for Herman Melville's "Moby Dick" illustrated, I generally use Abe Books.
For single edition others, I have a Barnes & Noble 45 minutes from my home.