It's exactly three weeks to Christmas, so the sales will probably start getting pretty heavy.
Target has a 20% off select Star Wars, Juniors, Disney Princess, and Duplo sets sale this week.
Toys'R'Us has an online Lego sale. They also have a BOGO40% off on all Mega Constux and sports construction sets sale this week. That one is in store too.
JC Penny has a few items on sale. They actually list the percentage off in the quick description!
Kohls has Mega Bloks on sale this week too. But it looks like their base prices are inflated.