It really depends on what you're looking for. I usually shop at DPSNutrition.com, their (free) shaker bottles have a habbit of leaking through the rubber seal but they've been a very reliable company over the years. Not to mention one of the cheapest.
There is a (very slightly) cheaper online store that I shop at on occassion. Unfortunatly, I'm drawing a total blank right now. I'll post back if it pops into my head.
i've ordered about 5x from vitacost.com ... they have excellent service and are very fast.. and some products from their exclusive line "NSI" have pretty top-notch formulas.. really high-quality stuff.. some examples would be their "colon cleanse" and their 1kg (2.2lbs) L-glutamine is 27.99... plus they have a pocket-sized vitamin case for 1.29
plus they have 1g MSM 240caps for 9.99--the best price i've EVER seen for MSM.. also great prices for alpha lipoic acid and vitamin E..
however, their probiotic and greens formulas suck..
unfortunately they don't have much selection in the sports nutrition department.. but their adding new stuff all the time..