I found shopchevyparts has great prices. I ordered a few things from them with no issues. MSRP for the side steps are $600, they have them for $420. Shipping wasn't bad if I remember correctly. Here's the link.
A dealer should be willing to work with you on price if you got a lower quote from another dealer. Most all OEM parts online are dealerships with an e-commerce department, so print the page with their price and take it to your local dealer and see if they will match it or match what you would pay with shipping anyway.