If you live in a big city without a car, it's probably easier to just do all your shopping on Amazon. If you drive everywhere and have a Costco membership, it might make sense to do all your shopping there. If you drive sometimes but like getting packages, maybe you combine the best of both worlds? Whatever it is you do for shopping though, how much of it do you do with Amazon?
Lifehacker recently put together a comprehensive comparison chart detailing what household items are cheaper on Amazon versus Wal-Mart, what electronics are cheaper versus Best Buy, what groceries are a better deal than Safeway, what books are priced better versus Barnes and Noble and more. There are specific instances where items are more expensive on Amazon but it seems like a safer bet to shop blindly on Amazon than anywhere else.