I like Webs and Elann for my general yarn needs. I don't order from KP very much anymore, but it's nothing against KP, I'm just usually in the market for things they don't carry. For sock yarn, I have fallen in love with The Loopy Ewe
. Her service is really fast - I placed an order on Monday or Tuesday and it was in my mailbox by Friday or Saturday.
ETA: Oh shoot Ingrid!!! I just visited LittleKnits and they've got Fleece Artist on sale. Why oh why I did I click that link!!!