Cheapest place I've found is PetEdge.com...they have a minimum order $$$ or face a small service charge. But if you are getting a dog soon I'm sure there's plenty of supplies you need that could be ordered.
I second Petedge.com
When I got my first dog, I loaded up on supplies there and saved a ton of money! If you order over, I think now it's $60.00 dollars they don't charge you the extra order fee, just shipping.