I still always check Newegg first, but have been finding that often I'm finding the same item on both sites for right around the same place.
Amazon prime is amazing. Amazon in general is worth a tiny bit of premium for their fast shipping, and excellent customer service. Amazon often price matches newegg too (not always, but often), which is nice. You won't get the same as their big sales, but c'est la vie. Only 3.99 for overnight too, great.