I've reduced this list to the two companies that I actually buy from, and to eBay, where I sell my used gear.
B&H Photo is an outstanding mail-order and online supplier of photographic products. Other online sellers may be a few dollars cheaper, but none are as reliable and trustworthy.
In the Portland, Oregon area, Pro Photo Supply does a great job of serving both advanced amateurs and professionals. Their prices are usually competitive with B&H, plus I get instant gratification and don't have to worry about shipping damage.
Great values are available on eBay for the careful bidder. I personally do a lot of business on eBay, but if you are a rookie, proceed with caution.
Check the seller's feedback carefully. Don't buy anything worth more than a few dollars from anybody with less than 100 feedback ratings. Don't buy anything expensive from anybody with more than 1 or 2% negative feedback. Read 20 or 30 of the most recent comments to detect any pattern of flakiness. If you get a bad vibe, don't bid.