Books - usually buy them from Amazon which is mainly due to price (they are very often cheaper than book shops), partly to do with convenience and partly because of the reviews.
Music - I still by CDs and vinyl, usually direct from the band online or at a gig, from the record label, and sometimes from general online retailers. Handily, I review music for a website so I get sent quite a lot of CDs too. I am a media elite and a taste-maker. Myspace is good for finding bands especially if they are from another, distant country (see below) but so are music magazines.
DVDs - I buy them online usually because they are cheaper, but the ability to read reviews is useful.
Groceries - Morrisons and the open market. I like to see what I am buying, especially for fresh goods. Plus, I actually quite like shopping for food.
Clothing - if I bother buying new clothes (which is not often), I buy them in shops because I am a strange shape and need to try things on.
Information - I often start with a library search because I like books, but it depends on how quickly I need the information. The Internet is useful due to ease of access and speed with which you can find what you need to know. There are free books here:
Travel - I book tickets online as it is easier to compare prices.
www.thetrainline.com I don't go on holiday.