Steam,
Origin,
Greenmangaming,
GOG (goodoldgames),
Getgamesgo
Gamersgate
Theres 1/2 others which are unmentionables due to operating in overclockers market
Funny as it sounds, local supermarkets (asda and the like) actually do decent prices on new games sometimes... I distinctly recall one of the big chains selling guildwars 2 for just shy of 30 quid for example (around launch time, when many were paying £50!!! for digital download)
so don't be afraid to pop into them once in a while and have a look around
Overclockers stocks a small number of titles from time to time too.. for me at least they are quite reliable with the delivery (even if you use the free shipping option)
The above are pretty safe
I find stuff like cj keys, cdkeywarehouse, g2play have better prices, but the overal experience is very much hit and miss.. for somebody thats had no problems you'll find someone else that has experianced some
I don't like gamefly. They are overpriced, and when they absorbed direct2drive (another digitial distribution etailer) they lost my account and screwed me around.. infact thinking about it, I never did get that sorted out
Good luck