Okay so Indie Gala and Bundle Stars have been linked here before, but it never hurts to post them again if you haven't bookmarked them yet. Both these sites have sales going on all through the week. Indiegala is the place most of my money goes when I have it since you can usually get 6 or more games for $3 at the start of the sale. Even if you miss the first 24 hours it's still really cheap.
While it's down right now Groupees is a good one to book mark as well. Not only do they do cheap games, but also books and music and lots of other things. Often they let you build your own bundles. They do this pretty often with Greenlight projects on Steam. (And let's face it, there can be a lot of shit on Steam Greenlight, but they don't seem to pick just random games for it.) During Halloween they had a whole bundle of scary games, music and comics. The other thing I like about Groupees over the other two is that even when a bundle is done, sometimes you can still get it. Most places if a sale is over, that's pretty much it. (I think that's where I pointed @Thenomain to a Professor Elemental collection as well. They have some really random stuff sometimes. Bookmark it! I hope it comes back soon!
Maybe this might be better for the upcoming games thread but GoG (speaking of Steam Greenlight) is going to be getting into that sort of thing as well. Something to keep an eye on. And they are still doing their winter sale.
Maybe once I'm more full of coffee I'll go through and edit the first post with link to things that are always pretty cheap, so people don't have to go hunting and pecking for them.
ETA: I've edited the first post with links to thinks that often has sales.