Stop it! Seriously. It sickens me when friends and family tell me how much they’re paying for cables at retail. Best Buy, Circuit City, and even Radio Shack are sticking it to consumers with profit margins that must exceed 80%.
Obviously we can’t stop buying cables, but we can be more choosy in who we patronize. If you have the patience to wait a few days for delivery, the best deals are (not-surprisingly) online. The other benefit of buying online is there are far more options in terms of connections and cable length. For example, I couldn’t just drive down to my local Tweeter for the 35′ HD15 -> Component cable I needed to feed my recently retired (sniff sniff) projector. Retailers like Amazon and Buy.com are much cheaper than the brick & mortars, but for the best deals look to specialized businesses.
In my experience, MonoPrice is currently the best of the bunch among lesser known vendors. Their prices are awesome and delivery is efficient. I recently purchased BOTH a 3′ HDMI cable and a 3′ DVI -> HDMI cable for UNDER $10. How can you beat that?