You'll find the occasional killer deal on Amazon with free shipping. You can sometimes stack offers on Amazon to get a great price.
Petroleum Service Company also sometimes has great closeout deals.
There is a site, can't remember the name, but you'll find it with a little searching, that offers great pricing on larger quantities of oil in mainly heavier grades. If you can use a pallet or two of oil this would be for you, or you could maybe band together with some local buddies or fellow members and split up a large quantity.
CL is always worth a look. I've bought both some Amsoil SSO 0W-20 and some TGMO 0W-20 for great prices through CL posts. I've also seen some great deals I couldn't really use, like a drum of 76 10W-40 for $275.00.
Some of the best deals are found locally with closeout oils on which you can also get MIRs.
In these cases, you can sometimes get paid to use the oil.