well, if you want the cheapest it probably wont be new. if your ok with a used one (i know i am) keep an eye on the classified section of this forum as well as any local jeep clubs close to you. also watch craigs list or what ever it is. you could try the local paper too.
if your wanting new, check a lot of the online retailers, catalogues, and 4x4 magazines for deals
basicly patience is going to be needed to find one at 4 C notes.
http://www.winchdepot.com/winches.asp
cheapest bar none, but it has already been posted in this thread. I even called a couple "price match" places after finding them and they told me to go ahead and buy from them, because they buy lots of 20-30 so that's why they can offer them so "cheap".