I order a lot from Connecting Threads. That is the only US site I buy from. I love their thread and I have always gotten quality fabric from them. (And no duty - and they charge the HST and collect it right on the bill). They used to have a free shipping if you bought $75 US (before taxes etc), but I'm not sure if that's still in effect.
In Canada I order from Sew Sisters and Hamels. Mostly I go to the local Quilt shops and we have a discount store called Len's that has several locations here in south west Ontario and they stock a lot of fabric, prices have been fairly reasonable, but I haven't bought much lately so I can't say if the prices have gone up due to rising exchange rate.