I would try Menards, Home Depot or Lowe's -- I've always been happy with their selection and prices. I'm sure there are some online discount lighting places as well, but I'm not familiar with any.
I have been shopping for lighting for my new home, and i found the absolute best place to shop for lighting at great prices is Lowe's. Our Lowe's has a variety of light fixtures at clearance prices.
Discount lighting is available from any business if you look for it. Large retailers may have a discount section with discontinued product lines for great savings. Second hand sources are also a good source for rare and unique items and it helps to recycle.