I did the same as wyatterrp and got my M&P Shield in 9mm with thumb safety from Brownells out the door for $294.99 (see below), $219.99 after $75 S&W rebate, and $249.99 total after $30 FFL transfer fee.

If you want the 9mm WITH the thumb safety (or you don't care either way), Bownells is the better deal by $12. If you want the 9mm WITHOUT the thumb safety, take the PSA deal.

I didn't look too hard, but it looks like PSA has the best deals for shields in .40S&W ($296.99 out the door) and .45ACP ($316.99 out the door). I would double check this, though.

Brownells: M&P Shield 9MM WITH Thumb Safety
Coupon code: L9Q
$399.99 | Normal Price
$314.99 | Sale Price
$324.99 | $10 Brownell FFL Processing Fee
$294.99 | -$30 from coupon
$294.99 | $0 shipping from coupon
$294.99 | $0 tax (Texas)

PMA: M&P Shield 9MM WITHOUT Thumb Safety
$379.99 | Normal Price
$289.99 | Sale Price
$306.99 | $17.00 shipping
$306.99 | $0 tax (Texas)

Both of these beat the best prices I could find on Gun Broker NIB buy-nows which was about $330 out the door (most have high shipping costs and CC fees). But of course Gun Broker is constantly changing.

(Subtract $75 from above totals to include S&W rebate and don't forget to add your FFL transfer fee)