I have gotten some of the best deals on fabric and items such as rotary cutter blades on eBay.
http://www.quilterswarehouse.com can be useful for patterns, although again sometimes I have found a pattern for less on eBay.
http://www.shoppersrule.com can be great for thread, accessories, etc. This is a website that lists prices, but on many items you can "make an offer". They will either accept it or make a counter-offer. Their shipping can be on the pricey side, but they occasionally offer free shipping too.