Pcspezialist.de has a retail point in Echternach Luxemburg, I go there to buy hardware or commercial software for my own personal needs if they have a promotion going on, I don't know if they ship from Luxemburg though when you buy online.
I mostly order from atelco.de, but also snogard.de, notebooksbilliger.de (these sometimes have really good deals for students, as you are a student, you might want to check that out). There are others, I find atelco.de overall the best organised for my needs, but then I buy corporate there, and that's a difference. Their pricing is pretty good (US equivalent pricing), and so is their service. Depending on how far from the German border you live, you might find an atelco store not far from where you live for instance, in that case you can order online (even as non-corporate customer), let the order come together in the store of your choice (usually takes 2-3 days max), then pick it up and pay in the store of your choice instead of online, and save on shipping. The atelco stores are like the stores that were there some years ago in the Benelux, before they all went bankrupt and everybody started buying in big boxes stores and online, where you can hang and talk to PC-minded people, which is always nice. In Germany, this business model still works well, even though Germany brought Mediamarkt and Saturn upon Europe, which was the beginning of the end for PC stores. In Germany, Mediamarkt/Saturn/Metro Group actually don't have the best prices allround, but they do have big box promos sometimes that are worth looking at for monitors or peripherals for instance, but for parts, a real PC store with staff that does care whether they sell PC parts or washing machines is a bonus.
You also have to take into account that the products you buy in continental Europe come with at least two years of legally mandatory unlimited product warranty, which is not the case in the UK/US/CND/elsewhere, and that adds a couple of Euros to the retail price of products, and if you ventilate the advantage of that extended automatic warranty, the products in continental Europe most of the time are actually cheaper than in the US, even with VAT. The VAT in Belgium and the Netherlands, or the taxes in the Scandinavian countries, make for the prices there to be non-competitive though. VAT in Germany has risen a couple of years back (it used to be 15.5%, which was close to the Luxemburg rate of 15%), but it's still lower than Belgium/the Netherlands, and there are economics of scale at play: the DACH-zone is huge, and all German speaking (with the exception of the Italian and French regions of Switzerland, where most people also speak German, but the addition of the German speaking part of Poland for instance, and a lot of North-Italians, Hungarians and Chech also speak German and buy from German stores), most of them regions with a lot of buying power in comparison to latin or South-Eastern European regions, which means that for the price of the translation of the box and instruction manual to one language (German), a manufacturer can offload a lot of products, whereas in the Benelux for example, there is only a small market, where only Flanders and the Netherlands have some buying power, though less pro capite than Germany, and proportionally almost nothing is sold to the relatively poor French-speaking regions, but still, a manufacturer legally has to translate the boxes and manuals into four different languages to be able to sell only a handful of products in the Benelux, which means that products will be more expensive there to start out with. In an industry where the net profit margin on products is usually less than 1.5%, these things make a big difference on the retail price in a region. There is a reason why Amazon for instance doesn't even have a Belgian or Dutch store, whereas the German Amazon store is huge. Same with Google, the Google Play Store in Germany is like the US store, whereas the Dutch and Belgian stores are mini-versions with a really limited offering. As a Dutchman, you won't have any problem reading a German manual though, so there is no reason not to profit from buying cheaper German retail products. You can order from Amazon.de for instance, they also deliver in the Netherlands, will even communicate with you in Dutch for most order-related stuff, and often have really good deals, but you'll have to make an account on the German website, and you can't order monitors or flatscreens from Amazon.de outside of the DACH-zone, because of really stupid legal reasons.
All of this doesn't mean that you don't have to shop around and buy when and where the prices are at a low, prices of computer stuff fluctuate heavily.