If you have children I highly recommend buying shoes on sale. I try to pay 50% or less of the ticketed price. This can be done during the season if you look out for the sales. I shop for young childrens shoes at Kohls, payless or Mervyns. I have found OshKosh shoes, and characters sneakers as low as $6.
If you are looking for more high end shoes and live near any Outlet Mall I strongly recommend checking out OshKosh and StrideRite. Both stores regularly have shoes at 50% off the regular retail price. During sale or clearance time it is possible to save even more.
For those teenagers or husbands whose feet just keep growing, Zappos has come highly recommended. They have free shipping in both directions.
If you are good at estimating childrens growth patterns or feet have stopped growing, I buy shoes for the next season or the next year if I see a good deal or the shoes could become a favorite.