First of all, you need to have decided on what you want to buy. The research process takes time, and you need to evaluate all your options. Make sure to read the reviews and be an informed consumer.
The first place I go to when wanting to buy is a website called The Find. The Find enables you to enter in any item and get a comprehensive list of all the web retailers and their prices. I sort the results by price, lowest to highest. Note: this website gives you the listing price of the gear you're looking for and gives you an idea of what you're going to have to pay. The results DON'T take into account deals on the site when prices are reduced with 'discount codes'. Many times I find legit deals through 'The Find' searches. This search process takes two seconds whereas visiting all the sites to compare prices takes eons. I normally now link over to the sites I want to investigate prices on.
If it's a new item, 'The Find' will point you in the right direction. The sites I most frequent from 'The Find' searches are:
If you're looking for a past season item, you may need to also explore the 'outlet' sections of many of the websites above, Ebay, or discount sites like Steep and Cheap, The Clymb or Gear X. Used gear can be found on Gear Trade, Gear X, or on various outdoor forums.
Online gear shopping from Canada takes on a whole different level. The biggest factors involved in this decision making are: Shipping costs including duty charges, and currency conversion rates. Let's start with shipping. If you need to ship from the States to Canada, finding a U.S. address is the best route as many sites will ship for free within the U.S. Shipping to a UPS store near the border is also an option but you'll have to make the trip to collect your package. If you must ship directly to your home, it is way cheaper through USPS (US Postal System) rather than courier services like UPS or FedEX. Sites that offer USPS shipping to Canada are Moosejaw, Backcountry, EMS, and Campsaver. Duties will be added on as the package passes through the border (normally add HST). Sometimes the deals (think Black Friday) are so good it will still be cheaper with shipping and duties. Not all brands are allowed to be internationally shipped from these companies which can be frustrating!
As I write this, the currency rate is so pitiful that I am not shopping on U.S. sites at all right now. For Canadian prices, I do a Google.ca search and then click on the spoke wheel in the top right hand corner. I click on 'Advanced Search', and click on 'Region' and scroll down to 'Canada'. Then I click on 'Advanced Search'. The results pinpoint the major Canadian retailers which include:
Discount sites also exist in Canada. Sites like The Last Hunt sells discounted gear and Live Out There have great end of season deals and weekly specials. Used gear can be found on Ebay, Kijiji, and MEC gear swap sites.