I have 12 subscriptions at Marvel.com, and they are cheaper than what you would pay for each issue in a shop.

But, to buy mini-series etc, I use www.inter-comics.com.  It is a great site, and you can get comics (new pre-ordered ones) for cheaper than regular price, and they send it out straight away on every Friday.  Great site!

Another is www.thecomicguru.com, a shop in Cardiff (I live in Wales), but it deliver's anywhere in the world.  If you go in, you can't fault the owner and the worker, as they are great to talk to about anything, be it about comics or whatever!