I've used all of the major online stores already mentioned. I try to "spread it around" among the vendors here. I just did a rather big order last night from Brewmaster's warehouse- partly because I'm a fan of how well they treat us here at HBT (as the other Vendors do as well) but he was the very first one I tried that had EVERYTHING I wanted in one shot. I got all kinds of stuff- "weird" grains like pale chocolate malt, golden promise malt, black roasted barley, summit hops, and then stuff like a hop stopper and beer line cleaner, and all the other miscellaneous stuff. They FedEx the stuff quickly, so I'll get it on Thursday!
I really like northernbrewer.com and austinhomebrew.com, too. I especially love AHS' kits- they have a bazillon "clone" kits and they have the greatest instructions. All the recipes I've tried have been awesome. Northern Brewer is sometimes missing some of the items I need but I've been very pleased with their service as well. I've ordered "big" stuff like a fully converted MLT from morebeer.com, with free shipping over $59!
I'd suggest looking at the sites mentioned and seeing what appeals to you most. When I first started, I bought mostly extract and partial mash kits and found that AHS was best for me for that purpose. As I brought more equipment, I bought from other online vendors. When I buy yeast, I try to order it at this time of year and usually from the closest vendor.