I like Herrschners as they sell most yarns at a low price and have fantastic deals on bags of yarn. It's where I get yarn I know nothing about and get to learn something new. See my thread on Dept. 71 yarn I got.
I like Knitpicks and Yarnmarket as well.
It's hit or miss with somethings. I usually come here and search for tales on a yarn I know nothing about. I think the best surprise for me was the Knob Hill Alpaca Charm yarn I bought on a lark. It was love at first touch.