Does anyone know of any sites where I can buy games cheap? I mean authorized sellers.

Well, steam often has cheap games, if you wait for sales. If price is an object, you might want to check out didimatic.com

It's a compilation of the current sales going on in various web stores.

Occasionally Amazon.com has really good sales on their DD games, however you'll end up with Steam or whatever other DRM the game has, so if that's a problem be aware.

I think sale-wise Steam is probably generally cheaper than anywhere else. Impulse Driven has some okay-ish sales on the weekends (some of the deeper discounts are one day only), but that's yet another client and they sell very few exclusives (and it's owned by Gamestop now, not Stardock).

Let's see, for physical games Gamestop.com has some decent discounts during their clearance sales. Be aware that some games marked as "New" may come as a gut. My local Gamestop has happily swapped these out for me, it's up to you whether you want to deal with that.

Amazon.com also has decent sales on disc games, their daily and weekly deals can be pretty heavy discounts of even newer games. They also host video games as some of their Gold Box deals, which tend to be good. Or you can load on on their occasional sales of "buy one get one 50% off", not the best deal, but often these include games that never go on sale (like Pokemon games on the DS).

If you really want a lot of sub 10 dollar games you're looking at GOG, Gamer'sGate, or Steam, mostly (and a few DD titles at Amazon.com).

Sendit.com

(3 orders so far, haven't failed me.)