I have had good dealings with these people: http://www.themagicwarehouse.com
Good prices, reasonable shipping costs, fast delivery all over the USA (they are in Maryland, and I am in Tennessee, but many others have told me that they received their orders very quickly even out on the West Coast), and good selection. If you don't like credit card info on the web( even with secure server encryption), they will let you post your order online and choose a "mail check or money order" option. They pack up your order and ship it when the payment arrives. Nice alternative to PayPal and credit cards online.
I have never traded with Denny and Lee, but I hear nothing but fine things about them. Hocus-Pocus seems to be a common favorite in such discussions, too. Lately, the loss of some well-regarded online stores has left a hole in the marketplace, IMHO.
I have had a good 40-year relationship with Magic Inc. in Chicago. They are very helpful with a phone call, answering questions, and even discussing methods of prospective purchases if they know you (or can sense from the conversation that you are knowledgeable). On the other hand, their prices are a bit high, and their shipping charges are very high compared to their actual overhead shipping costs.
I hear complaints about Hank Lee Magic, though. I can personally attest to problems with Daytona Magic in Florida, and many others echo similar sentiments in these type of online forums. Ostensibly, both dealers like to advertise things that they don't always stock.
My two cents... :D