In my opinion, unless you're a total introvert, agoraphobic, disabled or too lazy to leave the house, your best bet to buy most things you need is locally. Go to the Yellow Pages, read your local newspapers, drive around the shopping areas, go to local free ad websites and talk to people you know about what you need. I generally buy most of my stuff from the big department stores but if I need something like furniture, I'll check out the furniture stores on the poor side of the town because the prices for the same goods are often much cheaper than a store in the higher class part of town plus you can often haggle with the owner on a cash deal. By shopping on the poor side of town at supermarkets for food, you can often save several dollars on a load of groceries. Beyond that, I generally go to the thrift stores a few times a year to buy t-shirts, clothes and anything else that strikes my fancy as I look around.
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