I got a great deal from Tire Rack once even w/shipping and paying for local install, but the key is to call around and ask. That was the only time they were a better deal.
Also, since dpld mentioned "cheap tires", I'll note that off name tires do not provide the wide margin of savings over "good tires" that they once did.
I used to pick up "no name" (Multi-Mile) tires for my winter tires, but over the last several years, the manufacturing cost has risen so much that I was only saving around $80 on a set (4) of low-mileage, tires that didn't even afford the same quality of traction. It just wasn't worth the $80 savings to me, so I had name brand tires installed.