As far as pc game sales go, having steam and impulse installed do the trick. I check the steam store every wed and every weekend. As long as you don't HAVE to have the latest game immediately, you can wait it out and usually find a great deal on steam. As in... I think they run a huge sale yearly and decent sales every few weekends. Suffice to say, I've bought many $50 games from them at half price or lower. On impulse, you generally don't find good deals as often, but they are getting better with their sales here and there. Each year impulse runs a survey and at the end of the survey, you get a coupon code for like 20% off anything in their catalog... which includes brand new games. Steam doesn't do anything like that, so that's the 1 up for impulse.
As far as console games, cheapassgamers is king. Check out slickdeals.net as well. Slick deals is great for deals on pretty much anything period, so I check in there every few days or so.
