Haha, if there were places with sets on sale for cheap, they'd be sold out already!
Your best bet is to keep an eye out at your local retailers (NOT at Lego stores, as they rarely have sales), and also check sites like TBB every day because they usually share info when sites like Amazon have sales.
Unfortunately, if you want Kingdoms sets that have already gone out of production, you're likely not going to get great deals on them unless you get lucky on eBay or something.
This time of year, garage sales can yield great results. It might be worth running by a few in your area on the weekend and even calling if there is a number listed. I imagine you were asking about new sets but as far as cheap goes, garage sales are ace.