InvisibleHand is an invaluable Firefox add-on that automatically checks the price of products you're browsing to ensure you're getting the best possible deal.
If it finds a better price elsewhere (and more than 580 online retailers in the UK and US are supported, so there's a good chance of success) then an alert bar will tell you how much more you can save, and you can jump to the alternative site at a click.
And if you don't want to use that particular retailer for some reason, then clicking a View All Offers button will display a menu listing the best deals that InvisibleHand has found. Choose your preferred store from the list and again that one click will take you directly to the relevant product page.
These recommendations aren't always completely correct, however. There's no accounting for shipping charges, for instance, so what looks like a marginally better price might actually be worse when delivery is added. InvisibleHand is an excellent research tool, then, but you still need to check the final price before you buy.
InvisibleHand would benefit from wider retailer support, but even now it's very useful (as long as you live in the UK or US). Give it a try - see how many bargains you've been missing