Also, Craigslist or local forums like it. I always look there before B&M stores. I found our dining room table on a local one while I was waiting for it to go on sale at Design Within Reach. Dumb luck that someone was moving the same time that I was looking and their new dining room wouldn't fit it. I got it for 80% off the price I would have paid in store.
Aside from the ones already listed here, and depending on where you live... I love Room & Board (expensive but so well made!), and Living Spaces. I have some nice pieces from Cost Plus World Market and West Elm, too.