FreePriceAlerts is a free browser extension that heroically dives in at the last minute to save you from overpaying.
Consider it a fail-safe of sorts: Maybe you forgot to use a price-comparison site, or maybe you simply didn't have time to do a bunch of research. In either case, FreePriceAlerts does the work for you. When you navigate to a product page on a compatible e-commerce site, you'll get a pop-up in the corner of the screen letting you know there's a better price on the same product elsewhere (or a check mark, which signifies that you've found the lowest price). When I went to check out a video game on Amazon, it told me I should instead go to Buy.com, where I would pay $26.71 instead of $31.50, a savings of 15%.
One caveat: It doesn't take tax and shipping into account when it makes its recommendations, so you'll occasionally be directed to a site where the final cost is actually higher. As such, your best bet is to do your research first on Google or PriceGrabber, which will show you the bottom-line price. But it's still a great tool to save you from spending too much on an impulse buy.