I really like The Sheeps Shed Studio in Wyoming for Brown Sheep Cotton Fleece. They don't have a huge color selection, but if you check often enough, you'll get good finds. I also like their Brown Sheep Wildfoote sock yarn. Look under Carol's Super Specials and scroll down. http://www.thesheepshedstudio.com/ca...rspecials.html
I love Knit Picks, and scour ebay like it's my business. I personally do NOT like Little Knits - I've ordered from them a few times, and I've never ever had a positive experience with them. But their prices are good.