Just this week I ordered three brand new books, and got all three for less than $25 which included shipping. I received them all within one week. This is also a great site for college students who need to buy new or used textbooks. Just be sure you have the right ISBN number and volume number before you purchase it, to make sure you are getting the correct edition.
If you absolutely cannot wait for a book to arrive in the mail and need it immediately, only then would I suggest going to Barnes & Nobles or Borders. To me, these stores are expensive and I would only go there if I was desperate. However, it is fun to peruse through their books if you're not sure exactly what book you need on a certain subject yet. For DVD's, I would choose either Wal-Mart or Target, or Blockbuster if you are okay getting a used copy. These stores usually carry them cheaper than other major retailers. Good Luck!