I have been to DivaKnitting, KnitPicks, and Elann and been very happy with all of them!
I don't have to order online from these people but I have been in their store when they are dealing with online orders and i do like what i see. I would have no hesitation ordering online from them (but it would be silly for me since I can drive there...sheesh!) www.PersonalThreads.com
The site isn't great but they have a GREAT selection and good sales when they have them!