Well, a lot of the ones I go to have already been listed, so here's a couple that ain't;
The HHB site is good for getting your RRP info at hand before sniffing out deals.
HHB
Rayper and Wayman for similar reasons to above. i.e. never really buy from them, but reference there a lot.
R&W
This one is for Studiocare here in Liverpool. They don't have great web content or info but they will price match/beat most other places once I have a "low low" price!! They're also good for hire, not as good a selection as FX, but they ALWAYS beat them considerably on the stuff they do have.
Studiocare
Thomann in Germany too. Never bought anything from them but I've got numerous prices off them for others to match!! Worth having.
Thomann.de (Make sure to select English (unless not Eng speaking))
I also use Musicians Gear.com a lot for "pricing". They have a lot more gear than most, and the all important useful homepage link to the manufacturers.
Can't think of any more at the mo'...
(Great idea by the way Julian!!)