I buy most of my stuff at the Fishin Hole, some from Bass Pro, and the rest from FishTales Fly Shop.
The Fishin Hole is always that first place I look if I'm looking for something particular. Even if I can't find exactly what I want, I can often find a good substitute. You can order from their website, and they're one of the few places around that will still do C.O.D. (very handy if you don't like to use your credit card online , or don't have one) for (I think) an $8 fee. They used give you a little credit, which they apply to your next online order. You might like to see if they still do that.
I only ever buy from Bass Pro if I'm browsing and I see something interesting. I have a hard time actually finding what I want there. You can order from their website as well.
I go to FishTales (
http://www.fishtalesflyshop.com/) when I'm looking for something a little unusual or really high-end. They do online sales, but a lot of the interesting stuff that they've got in the store isn't in their online store.