Connecting Threads is good, but they do not ship internationally, as Knitette points out. Hittle has some good bargains but the worst web site ever, and they also do not ship internationally. Superior Threads does ship internationally and has excellent thread, but they have only their own brands. I use their Bottom Line for piecing, top and bottom.
Just to clarify - I think Hittle used to ship internationally, but their web site says that they no longer do.