Me, I shop around and buy the type/quality of components I'm looking for at the best price.
Natch, I'm not going to buy a handguard from "A" for five bucks less than "B" if I'm buying other components as well from "B".
But there are plenty of deals to be had due to the flooding and over-supply of the AR market. I look for sales...
Shop around. If you have an 03 FFL, some manufacturers will sell you components at dealer pricing (DPMS will do this), in addition to the discounts you can already get at some places like Midway.