Good topic, I'd like to see some people's inside connection to good CD deals. I'd like to find a good site for new music for cheap. The BMG's and other CD clubs have very little selection for my type of music, only about a 10% hit rate.
Right now, my best bet is buying off lala.com (for new releases, trade for others), which usually has about 90% of the CD's I am looking for typically in the $7.5 - 9.5 range. Amazon and half.com (selectively) are decent second choices.
J&R (jr.com) has a selection of CDs, especially classic rock, that are ~$6 but they don't have new releases for this price, just rereleases.