I use https://uk.pcpartpicker.com/ as a guide when building out a new system. A browse across some parts there seldom shows Amazon as cheapest. It's usually competitive, but in some cases it's quite a ways behind.
It sometimes makes sense to spread the parts buy across a couple of vendors to save costs - of course too many vendors and delivery costs eat into the savings. But it's quite rare that I've ended up buying anything other than monitors and the occasional component from Amazon.