Hi,
My two favorite websites to use are:
http://www.firemountaingems.com
http://www.bluemud.com
I use the second one to order sterling silver findings. The first one I use for pretty much everything else.
I've found that bead stores that are in the community mark the price up significantly from what you can buy the same product for on the internet. Quadrupling the cost isn't unheard of. For this reason I buy as much as I can on the internet.
For the most part, the only reason that I go to beadstores these days is if I need something immediately, or if I'm looking for inspiration or a class to take.
Happy beading.