I had great experiences shopping at Whittles.com. I like Fabric.com and don't find them all that slow. I also have found some good deals at Hancock's of Paducah (no affiliate with Hancock's that closed). I shopped at Quiltaway in the past, but they've gotten way more realistic about pricing. I used to shop at Thousands of Bolts fairly regularly and happily, but they have a glitch on their Web site that makes it impossible for me to order. Repeated emails have gone ignored. Although I've spent hundreds there, I guess they don't need my business anymore. This is probably for the best, since it makes me wonder about their responsiveness if I had a problem with an order.
Someday I'll get myself to Fabric Depot in Portland!
I honestly don't believe that my online shopping hurts local quilt shops. I buy because of weakness. I don't need another stitch of fabric. I used to almost exclusively buy at LQS, but these days, if my only option was to pay quilt shop pricing (not due to shop owners fault), I would have stuck with my already bursting at the seams fabric collection.