Looks like Sports Authority might be the cheapest. They have a 300lb Olympic barbell set for $210, while K-Mart has it for $220, Dick's doesn't have it, Big 5 doesn't have it, and Wal-Mart has it for $480!
Yeah, a Sport Authority sale + Friends and Family coupon (whenever they are available) is usually the best deal for a barbell set. I picked up one a few years back and it's great.
Walmart has decently priced kettlebells, order online with free shipping to the store. Reviews are great for the new CAP Barbell kettlebells. I've been eyeing one I might be ordering soon...
I managed to get a pullup/dip "Power Tower" at Kmart for $45, but that was a lucky deal. They were on the last stage of clearance, all the ones in the area were sold out but as luck would have it, the kmart about 2 hours from me--which happened to be 10 minutes from a customer I was visiting the next day--had one left in stock.
Other than that... try craigslist. I bought a nice inversion table from someone that was in great condition. Of course, there's also tons of crap up for sale as well.