For me I have a couple of ebay sellers that will sell to me off of ebay that I go and pick up from. Other than that I usually go to Vikings Playground which is just a few blocks from my house. I try to stay local so I dont have to pay shipping.
Razor's Edge Collectibles is the number one online store, Mike is great to deal with, very friendly, excellent customer service. To give you a simple example of many: when ordered something from Razor's and if Mike found out shipping was less than anticipated he always returned the remaining amount of money back on my card. Who else does this?
I guess it all depends on what your looking to buy. I buy mmost of me DCD 13" from an ebay seller "Toy-cade". they only charge $69 for most new release 13" figs. and if your wiling to wait it out, a month or two after release date they often come down to $65 or $59. The last one I got from them was V for Vendetta for only $65! most places charge $80-100.
but a large bulk of my money gose to BBTS. their pre orders are very easy to manage.