Do you mean commercial beer, or beer brewing ingredients?
If you're talking commercial beer, most states don't allow any alcohol to cross state lines without a proper distributorship, which most of these online sites don't qualify for. They also "require" that the shipping company ID the recipient, though I'm sure this is hit or miss at best (if that applies to you...ahem). The larger sites have the same model as flower delivery, where they might be taking your order in NY, but they ship through a local store in your home city and state. Again, not all states even allow that, but most do.
If you are talking beer brewing ingredients, check out Austin Home Brew, Midwest Supplies, Northern Brewer, William's Brewing, Brewmaster's Warehouse for grain/yeast/equipment, Label Peelers and Hops Direct for bulk hops. Keg Connection and KegWorks for kegging equipment. Bargain Fittings for equipment fittings. No one is cheaper than any other across the board, but they have the most consistently low prices. Shop around between these and you can't really go wrong.