There are other places, but not ones that advertise on a weekly basis.
NewEgg has various deals on media, which when combined with free shipping, often beat any deal you can get in a retail store.
Microcenter has their own periodic deals, but unfortunately, there are fewer of them than even Fry's, so not that many of us can take advantage of them.
Walmart might have something on occassion, but their ads never list it.
Sam's Club and Costco also have stuff at good prices sometimes, but they don't have a weekly kind of ad.
Oh, and I just remembered Rite-Aid. Did they have anything this week?
And by the way, I don't think you even need to mention K-Mart or Sears anymore as not having any media on sale. They haven't had any deals in what seems like over two years, so they are in the same category as CompUSA and Circuit City as far as I am concerned. Deals on media at K-Mart and Sears are dead.