Like many of you I like Connecting Threads. I also am quite pleased with Red Rock Threads
http://www.redrockthreads.com/
One of my favorite places to buy fabrics is Batiks Etcetera and Sew What Fabric, located in Wytheville, Va. They specialize in batiks, but they do have other fabrics. I've been dealing with these people, both in person and online for over 20 years now, and they are both knowledgeable and helpful. Shipment is prompt and prices are fair.
http://www.batiks.com/