www.netrition.com - Particularly if I'm looking for fast order fulfillment (UPS Ground is actually next day since they're based in NY). IIRC, they used to be somewhat overpriced compared to the competition, but the pricing difference is pretty negligible now.
www.vitaglo.com - I get dextrose here. It's also good for EAS, if you're into that sort of thing.
www.affordablesupplements.com
www.puritan.com - For vitamins and such, but only when they have a sale (otherwise, it's too expensive). You do have to buy like a 6 month's supply, but it does work out to quite a bit cheaper than anywhere else.
Bodybuilding.com has a few products that I don't see too many other stores carrying, but one of the orders I placed there took 2 weeks to arrive, so I don't tend to shop there often. I also wouldn't order anything big from there (shipping is too expensive).
DPSNutrition looks like it has some good prices, so I might check it out.
As much as I like eBay, I'm not sure I would trust it for this sort of thing, and certainly not for anything heavy.