Great idea for a thread. I've had excellent experiences with:
Wallingford (see review above)
Harris Cyclery (A hat tip to Sheldon Brown)
http://www.sheldonbrown.com/harris/index.html
Bike Friday (folding bikes extraordinaire)
http://www.bikefriday.com/
Vintage Velos (for a very nice vintage-style jersey)
http://www.vintagevelos.com/
Joe Young Wheels (outstanding custom wheel builder)
http://www.youngwheels.com/
My local Performance Shop has a friendly staff and good prices. If something is on sale and I don't have the coupon, they'll find one for me.
Come to think of it, nearly all of my interactions with bike-related businesses have been positive.