I've purchased every single set of tires for my and my wife's cars at TireRack (online tire retailer).
Their prices are usually unbeatable and you have one of the most expansive selections of tires available. Most tire shops/dealerships only carry certain brands/styles so you're limited to some of the bigger national retailers.
At TireRack you can shop nearly every brand (well, they don't tend to carry the ultra cheap ones that you usually find for like $30-40 a tire). They have excellent and robust reviews and ratings, and for most tires they'll do an in-house road test on their test track and rank a particular tire against others in the same category. They offer free road hazard and other related warranties.
The only 'catch' is that you're on our own for installation. You can choose to have your tires shipped to a shop that works with them, a shop of your choice, or to your front door (if you're so inclined). I typically have them shipped to a local chain shop that works with TireRack - the way that relationship works is that the shop will call you once the tires arrive and schedule a appointment for installation (or you can call ahead of time and do it yourself). TireRack is also glad to have tires shipped to whatever shop you want, but it's important to call the shop ahead of time and see if they're okay with that.
If you have them shipped to a shop that works with TireRack, you'll find up-front 'guaranteed' installation&fee schedules. Usually works out to $20/tire.
I always go this route because I refuse to be 'sold' on a set of tires just because the shop I've got my car at has an incentive to sell more Michelins/Goodyear/whatevers. On TR's website, you can even search for reviews of a tire by people who own the same car as you.
Agree with all this stated above.
I'll add that the tires usually come banded together in pairs - i get mine at home - than set up the appointment and bring in the loose rims/ old tires to the local 'Les-Schwab" big chain tire center. [I'd rather they not jack up my car/ I'd rather final torque the rims on to the vehicle, etc - but thats just finicky of me, i'm sure most folks would just drive their car there with the new tires in the trunk. ]
Usually the shipping cost is low if not free.
If there is a promotion on buying a full set, Tire Rack sends you a pre-paid debit card thru Michelin,Firestone etc. [ got $80 back on last set ]
You'll probably have to pay $2-3 per tire each disposal fee - which if your state requires it , the shop would have charged you anyhow if they sold you their " house brand'" .
If the rims are 18" or larger, expect to pay closer to $30 per tire for mounting and balancing.