Ritebrew for everything shank-related, Kegerators.com for the CO2 regulator (best price on secondary regulators....got my primary from Keg Connection for the Made in America sale, but go with the dual regulator from Kegerators since it's only 100 USD and will allow you to add a second keg and carb that keg at a different PSI), Kegconnection for the beer line and AEB kegs. That's what I did with a couple exceptions (I had a deal at Homebrewstuff from the NHC).
Edit: since I got my faucets at NHC (go with the Perlicks), I forgot to mention that More Beer has a good deal.
The CO2 tank...don't know as I plan to buy locally @10 lbs.
Also look at Beverage Elements for the CO2 tanks. The shipping is a bit of a bummer, but it should even out compared with what you normally can get....I have Beverage Factory only a few miles from where I work, but don't buy from them even if it looks like great prices.....they have shoddy products. The only items I would trust from them would be the CO2 tanks.