The theory is that you can also save money by making homebrew rather than getting the 'store-bought' version. Once the lure of convenience and cool stuff have taken hold, the reality doesn't necessarily match that theory, but you can still keep your costs in line by shopping wisely. As good as the search engines are, they don't necessarily help you find the best deals for brewing hardware.
The following list is what I've found from various searches, saved email and forum posts from other brewers who have found good deals.
Specialized Homebrew Storesbrewhardware.com Sight glasses, thermometers, etc.
Bargain Fittings Sight glasses, thermometers, ball valves, etc.
Brewer's Hardware Stir plates, tri-clover fittings, burners, etc.
Stir Starter Stir plates
BrewHemoth Kettles and conical fermentors
Stout Conical fermentors, tri-clover fittings
Keggle Brewing Grain Mill
Brewer's Discount Hardware
Full Homebrew StoresKeg Cowboy Plate chillers for the price of immersion chillers.
Austin Homebrew March 809 HS Pump
Farmhouse Brewing Supply Perlick 525 SS Faucet
homebrewing.org Kegging starter kit
homebrewing.org "One Weld" 9 Gallon Stainless brewpot
Other Web StoresDiscover Valve Ball Valves
WoodCraft Threaded Tap-handle inserts
Agri Supply Propane Burners
BuyFittingsOnline Stainless valves and fittings.
McMaster-Carr O-Rings, quick disconnects, etc. I have a reference page on the regular and silicone O-Rings needed to rebuild corny kegs right here.
Amazon 3/8" Silicone/Tygon Tubing
Amazon 1/2" Silicone/Tygon Tubing
Amazon 6 Gallon Carboy (the price varies between $28 and $50)
Amazon 3 Gallon Carboy (the price varies between $21 and $40)
Climate Doctors Ranco Microprocessor Temperature Controller
Cole-Parmer Digital Temperature Controller
ProFlow Dynamics Quick Disconnects
Copper Tubing Sales DIY immersion chiller
Other SourcesCraigslist (Seattle area): Homebrew Check in your own area if you're not near Seattle.
Craigslist (Seattle area): Brewing Check in your own area.
Craigslist (Seattle area): Keg Check in your own area.
Homebrew Finds Some of the deals are only available for a limited time.