That depends. I'm looking at building a system right now, a 2500K actually, and I've cross shopped both NewEgg and Microcenter. While Microcenter does beat Newegg on price with certain components, they still charge sales tax in my state, whereas NewEgg doesn't. For a $1200+ system, that equals a $115 difference between the two, such that NewEgg is actually significantly cheaper than Microcenter is for the same system. Plus, NewEgg has a better selection, I couldn't get exactly what I wanted from Microcenter, where I could with NewEgg.
-john paul