If you like Crystal Palace needles (my faves), Knitty Noddy has the best prices and also the best shipping prices. I love her, she has super fast shipping and great customer service. I buy from her whenever I can.
I also like The Loopy Ewe for customer service and beautiful sock yarn selection.
Elann and Webs, of course, Ram Wools I have gotten stuff from a couple of times, but both times the inventory said it was there when it was backordered and I had to wait several weeks.
I've shopped at lots of places and most of them are pretty good, so if I were you I'd choose who has the stuff I want (Webs has the best yarn selection by far) but Knitty Noddy and the Loopy Ewe stand out in my memory for enjoyable experiences.