For print stuff, it was a split between ebay and Titan Games. Now that Titan was bought out, it'll mostly be ebay. I'm sure Noble Knights is great and all, I'm just not willing to pay the price they want for the obscure/unpopular stuff I'm after.
I've never gone through Amazon for rpg stuff. Not because I object to them, but mainly because I'm not trying to get new stuff like everyone else is. Any time I've looked for the older stuff I was after there, I've found it cheaper on Ebay.
RPGNow is where I've gotten most of my pdf stuff. With the merger of DriveThru (which I really disliked) and RPGNow, I'll most likely either shop at Your Games Now, Lulu, or go without.