Colorado Cyclist - although they are alomst as expensive as typical LBS
Harris Cyclery - for funky hard to find stuff
Branford - very good prices and lots of good small items normally hard to find other places - like Chamois creme!
eBay - lowest prices, tons of stuff - probably the best all-around on-line source. now lots of eTailers with great 100% positive feedback have eBay storefronts set up. My first choice most of time is eBay.