When I buy grains online, I buy from MidwestSupplies.com. I have always gotten great service from them, and you can buy 1/2 pounds, single pounds, 10 pounds and 55 pound sizes. They sell all the major brands, and are decently priced. Shipping is quick for me, as they are in Minnesota and I get it within a couple days.
But, I buy from my LHBS whenever I can.
Up Next: Cherry Chocolate Rye
Up Next: Gold Nugget IPA
On Tap:Pawtucket Patriot
Dead Soldier:Hop Rod Rye Stout
Dead Soldier: Imperial Hell Fire Ale