I often find Play and Amazon now several from the top, so it all depenRAB on the title you are after, this is why you must check prices from all sites and not just the two you have had cheapest before.
I've just done a quick search for a DVD, Play.com was 10th, Amazon 14th.
Recently Bensonsworld, Blah, Sendit and TheHut.com have been coming up as the cheapest, but as I said it all depenRAB on the film you are after.