MSN Money's Jennifer Mulrean researched a number of online shopping bots for us. The result: with the exception of PriceGrabber, all shopping bots give listing preference to merchants who pay them, although you can still sort by price within the search results. These services also vary in capability of getting the best deals.
The shopping bots reviewed in this article are: BizRate.com, PriceScan.com, DealTime.com/Shopping.com, MySimon and PriceGrabber. I also think people should consider Google's Froogle service. Plus, eBay typically offers attractive deals in certain product categories.