Most of my activity is probably still on ebay, but I have purchased over 200 cards since November on COMC. Their policy of hold them till you want them, and then pay $3 for shipping as many as you want is real nice alternative to the $2.50 - $3.00 PER transaction on ebay.
Sportlots has been a decent site for buying (most commons and lesser stars can be gotten at 18 cents a piece). They are a conduit for multi-sellers, both in "store" format and there are auctions (though their 1-2-3 days to go timing in annoying), you can pay for multi-sellers at one time, but in the long run, you're still paying for shipping from each seller.
JustCommons has been a good site for me as well, since a lot of what I am (and was) looking for is stuff to fill sets and commons, they were perfect for what I needed. Rack up what you want in your cart, pay for it, and if you pay over $10, you get free shipping. Under $10 they add $2 for shipping.
I have also gotten a couple items from the Beckett marketplace, though the sellers there seem to charge quite a bit for shipping. But, if the price on the card(s) is right, the postage doesn't kill the deal. To get 1 card from 1 dealer there, hoewever, it gets pricy.
Local shops would be my first choice, so I can see what I'm getting, but few sell singles these days because they can't compete with the 5 aforementioned websites. And when they do, it's close to book, and obviously, you can do better elsewhere - unless they're willing to listen to offers.
Last route, but a fun one, is trading with other collectors. I used to get a table at card shows (early 1990s) and 90% of my deals were trades (I got a ton of stuff that way!). I've managed a few trades online, but I don't have a ton of stuff that I'm willing to part with, so I don't have very desirable trade bait. :)
Dan
-- Dan --
Note: Please see my profile for more info regarding trading (section updated 3/4/2024). I have added a large portion of my inventory to the site, and currently have trading turned on (details are in my profile).