The ones mentioned above are great depending on what you need. Here's how they break out:

Lowest cost very commonly available stuff: Performance and Nashbar

Hard to find stuff: Harris

Traditional English Roadster, Dutch bike, Touring stuff: Velo Orange and Rivendell

Campy stuff: Lick Bike

Racing Stuff: Excel Sports

Wheel stuff: Wheebuilder.com and Neuvations

I've had good experiences with all these guys.