www.normanrecords.com. Can occasionally be bettered at www.rise-music.co.uk with their presale 10% discount.
Bands selling direct to fans tends to be most expensive, especially mid-tier bands who outsource it all through (the bloody awful) Sandbag. For smaller bands, buying direct through Bandcamp or similar is normally best.
It's 2014 man, just go steal them from shops like I'm led to believe the youth do...
although thats somewhat dependant on location (shipping costs)
other than that I buy a good deal from norman, boomkat, midheaven (USA) and discogs as well as a few smaller independants but on the whole if your counting pennies and you don't mind buying from the monster, amazon will usually be cheaper.
With a t-shirt
At the band's gig.
the dollar is weak so if you don't mind waiting, a load of US sellers are selling things ridic cheap. I would suggest supporting Norman records though, they seem to get basically everything in.
hope that helps
Amazon with auto rio is sadly my go to option
+ 1 for Norman records. Discovered them quite recently. Delivery rates to Europe are good, excellent service, low prices etc.
the 7"s are like £3 as opposed to £8 like whatever boring music you're into and you can judge them pretty accurately by the cover.