FWIW, I bought my MBP through MacConnection.com. Benefits over Apple.com or the Apple store:
(1) No sales tax (saved me $125) ... Apple.com charges sales tax, at least for things shipped to Maryland. (neither Apple.com nor MacConnection charge for shipping)
(2) Rebate ... MacConnection.com had a $150 rebate on the new MBP that I bought, bringing my total savings to $275.
(3) FAST shipping ... orders entered by 3AM get delivered same-day.
(4) Bundles ... MacConnection.com usually has great bundles you can get when you buy your computer. For example, when I bought mine, you could get a rebate on Parallels for the full price of Parallels as long as you bought the software and computer on the same ticket ... so free Parallels!
However, you can customize your computer at Apple.com, whereas MacConnection only has the basic pre-packaged models. So if you want more memory, different video, bigger hard drive, etc., you would have to either order it through Apple.com or go to your local Apple Store and have them configure it.