Retail (selection) -- Best Buy Retail (price) Wal-Mart Online (selection and price) -- Amazon (though this varies tremendously, and often, based on any exclusive sales, like B1G1, that many vendors have offered as of late)
Just type in the title with of course Blu-ray after it and go for whatever is actually the best pricing. I've used the site for several DVD's I've purchased. Just look at the columns to see which is the best price overall.
I've been buying my Blu-Ray titles thru the Amazon Marketplace Merchants. Like almost all of the purchases have had a price below or well below $20 before shipping. There is NO REASON to pay B&M prices when this kind of a resource is available.
Amazon is good for new, but even now I am tending to wait for the sales like DeepDiscount.com's bi-annual (June & Nov) 20% discount sale which helps a great deal. Plus there are the other various sales that go on from time to time. You just have to be willing to wait it out, which is sometimes difficult if you want a new movie. If not, DVDPlanet.com is pretty good with their coupons combined with their bonus point system- They end up being cheaper than Amazon.com that way.