Sweetwater will sometimes offer a better price if you ask them on the phone. Sometimes... And their support is good (which is in addition to that from the manufacturer).
That said, I also check at the sites mentioned already. Price matters a lot for me, since I have a quite limited budget. However, if the company making it has it for the same price, I might buy through them to support them, because many smaller companies probably don't make much profit in pro audio.
Also, when there are products you want and can wait, buying them at a conference like GearFest can get you better prices than you'll even find online. (That's the only conference I've been to, but have got some incredible deals.)