I've bought from nashbar - great place to look around for a basic idea on prices, when there are sales I check it out - got a wicked deal on a camelback and a bunch of rack/pannier/touring bag type stuff.
I check various places when shopping online though, the places I know of are all known here: benscycle, harris, peterwhite, performancebike.com / nashbar.com, jensonusa, aebike and wallbike.com - I've not really used eBay for bike stuff other than a kickass deal I got from the one store for some SL eggbeaters and a mini-evo last year.
My interaction with the ones I've actually bought from (Nashbar, Performance and AEBike) has been great though, no problems from any of my orders from anyone.