You can usually find sales online at various stores. Depending on what you are looking for, it might take a little research. You will have to decide if you want wool, superwash wool etc...Most come in worsted and bulky weight. I think Plymouth Encore is a decent yarn with a lot of colors to choose.
Webs (
www.yarn.com), has a good selection of various yarns.
www.littleknits.com is also a good choice,
www.morethanyarn.com is also decent.
Good luck!
Lisa