Some that always have good deals on health gear:
Groupon is one of the most popular and always has random deals on new activities, sports equipment, health supplements, and usually clothes. I've purchased items and deals and haven't had an issue.
Woot is probably my favorite! Based in North Texas, with quirky descriptions and awesome deals, I've used it a few times happily. My best purchase? Probably the CamelBak Groove, which is a water bottle with a built in carbon filter. 2 of them for $14, and Woot's always $5 shipping! Over a year later, and these bottles are still in heavy use.
The Clymb is solely focused on health and wellness items, and ranges from Hiking, to Cycling, Running and Surfing. I've purchased a stainless steel water bottle, clothes, and snacks on here and been very happy! The one item I had an issue with, they immediately refunded the money for, no questions asked!
Planet Gear is the same as LeftLane sports, but everything is geared towards women. I purchased some cycling shorts for about 1/3 of the price as they were in store.
Nontraditional sites that don't always have health deals, but occasionally do have some good ones.
Zulily had a great sale on Puma activewear a few days ago, and has TOMS deals quite often as well. Even when they don't carry fitness inspired stuff, they have clothing for those days when society forces us to dress like adults as well!
SweetJack has some random deals, but occasionally I have found some great things on here.
Tanga is another one of my favorites! They have the BEST customer service ever and really great products. Sometimes it takes a bit to get them, but they always come within a few weeks.