I actually do the opposite with my computer related purchases. I check Newegg for reviews then check if it is on Amazon. I'm a prime member so I get free 2 day shipping.
I have never seen anything on Newegg for cheaper than it is on Amazon. They are almost always the same price unless it is from a third party vendor. Amazon actively checks prices on other sites and matches them, just like the big brick and mortar stores do with each other. Newegg does the same thing and typically matches prices from TigerDirect, Amazon, and other competitors.