Go to www.yarn.com
It is called Webs and they have great yarn and good discounts.
I do not have unlimited funds, so I will usually buy good, quaility yarn on sale and save it till I have a pattern I want to use with it or I will buy the yarn at my LYS and just pay for a couple of balls at a time and the owner (who is a peach
) will put the rest in the back room and I pay as I use it!
I also buy on e-bay. The other night I bought 10 skeins of cotton angora by Debbie Bliss for $2.80 per ball, plus 6.00 shipping. It usually sells for about $8.00 per ball! What a deal!
Once you buy the "good stuff" there is no going back!
Happy yarn buying!