I've had several people ask me where I shop for camping and backpacking gear. These are my go-to stores, whether I'm just browsing or looking for something in particular.
If you have an item in mind that you'd like to buy, it's worth doing a price check on these sites. They often have sales for certain brands or categories of gear and offer free shipping over a certain amount. (And if you're in Canada, shop at MEC.)
And for everything else, there's Amazon!