I think it depends on what you're specifically looking for. For big stores, drsfostersmith.com and thatpetplace.com are good, smaller specialty stores like lllreptile.com and carolinapetsupply.com are OK too. For all types of aquarium stuff, there's aquatraders.com
+1 for dr fosters and smith. Amazon or eBay can sometimes be helpful. Aquatraders.com has some generic stuff - good place for bio media Bulkreefsupply.com is great. Many parts and excellent pricing on bulk carbon and GFO.
For esoteric and other hard to find stuff there's marinedepot.com and aquacave.com.
@devilduck. Did you know aquacave.com is in Gurnee? You can do will call and pick your stuff up same day. No shipping charge but it's in state so we have to pay tax.