The bookstore does what it can to have the lowest retail prices available for its used and new textbooks. There are a few advantages to buying at the bookstore on campus: 1) You can return a book easily if you don't need it or if the professor makes it optional; 2) A percentage of the sales at the bookstore go back to the college; 3) You're supporting local people who rely on the bookstore for their livelihood and whose salaries are directly affected by how high (or low) sales are.
You have to remember: buying online takes money away from people in your community. And don't forget- you end up paying tax and shipping on some of these sites! That being said, here are some options:
Google has a search engine called Froogle (Froogle.com) that lets you compare prices of a wide range of consumer goods among dozens of online stores. It doesn't take long to run a semester’s worth of textbooks through to find the best price.
Amazon.com will almost definitely have all your textbooks available new, and many students sell their books used there after passing the final. If you're buying used, make sure you're comfortable with the level of wear, and if the condition isn't listed you might get a massively underlined copy in the mail. Also make sure you get the right edition.
Ebay.com takes a little bit more work to get your books, but that can mean better prices too. People sometimes field things on Ebay without a clear idea of the value, and if you pick up on it and no one else does you’ve got yourself a cheap book.
Alibris.com is more of a specialty site, with book conditions and publication information almost always well marked. There's a lot of rare stuff here, but you can find some good deals and sometimes the best price for a book is here. New and used books. Worth a price check anyway.
Also: Bookmooch.com, Half.com, LibraryThing.com
Some of the stuff in the bookstore is a bit pricey- there is no comparison between the big grocery stores for food. Pens, pencils, etc. are pretty much the same anywhere, and as mentioned above, a percentage of sales go back to the people who work at the bookstore and to the school. Candy, drinks, etc. are the same everywhere in town. And you can always ask them to order something if you don't see what you want. If you can’t get to town, the bookstore’s always good for a quick energy drink and bag of gummi bears before class.