You've all probably got these sites bookmarked already, and I'm too lazy to check if this topic's been done, but here goes..
www.steepandcheap.com - climbing, hiking, mountaineering, camping. Everything from clothing and footwear to packs and tents. There's been Arc'teryx stuff on there lately.
www.chainlove.com - bike related stuff. Jerseys, gloves, frames, tubes, helmets, etc.
www.whiskeymilitia.com - more of the "action sports" culture wear, mostly clothing and accessories for the X-games set.
The 4 stores above are all run by backcountry.com to dump their overstock/last-season gear. Not true deal-a-day, as they put up a new item as soon as one sells out. Even better!
www.geartrade.com - looks like a big swapmeet of outdoor gear. Haven't gotten anything off of it yet, but it looks like there are some very good deals on new or lightly used gear.
simonov
Dude, sticky this!
TacoDelRio
Badabing, stickied.
Tim
This is a great list. I knew about some of these sites and some of them I didn't.
If you want something specific, you can also wait for sales or coupon codes from the major retailers. Most places will offer 20% off codes every once in awhile. Check fatwallet.com, retailmenot.com or just google coupons codes before buying. Altrec, Moosejaw, STP, REI and Campsaver often have coupons codes. Basegear, Backcountry, Campmor often just have sales or discounts. I try to never pay full price.
muddeer
Don't forget rei outlet's deal of the day and deal of the week. Altrec also has a deal of the day.
bertfivesix
Yeah, I was going to add those, but they don't have discreet links to their DotD pages. REI Outlet sometimes skips days, and they link directly to an item, not to a dedicated DotD. They do send email/RSS alerts though. Altrec does the same in regards to linking to an item from inventory, and their DotD link is to an email list signup.
Another site with a good selection of closeout items is backcountrygear.com
Eastern Mountain Sports has an "Extreme Deal" type DotD - I'm not sure it's actually daily, though. Accessible through their Outlet page (again, no discreet DotD page, just a direct link to the item), the RSS link is here: http://www.ems.com/rss/extreme.xml
bertfivesix
Moosejaw's deal of the day looks to be a "sign up for our email list" job, but they also list it on a blog page at the time of the deal's posting, 8AM PST I believe: