ATARI CATALOGSATARI CATALOGSJoe's Classic Sales Page I've ordered from Joe before, and I've been pleased. He has great prices and is reliable, so look here first...especially if you're looking for 7800 stuff.
Video Game Liquidators The best prices on Jaguar games and hardware I've seen.
Ben Johnson's Classic Video Games He may have the best prices, but be prepared to wait around 14 years for your order, if it's not C.O.D. (He sent my order to the wrong street address, with the wrong apartment number, so order at your own risk!)
Auction Web Tons of games and hardware for all systems, but it's a bidding war.