I ordered my sub-woofers online no problem. They ended up being half the price of retail. I got my amp and head unit from a store so they would be in warranty. Or you could just end up like one of my friends and get stuff at about cost from an authorized dealer. He bought so much stuff from this smaller car audio shop that they worked out that sweet deal with him. He's got some nice Eclipse speakers in his Trailblazer..
Just use a little discretion when buying this stuff online. Don't buy the absolute lowest price, but maybe a step or two up from the bottom.