Welcome
I think you are just as likely to hear responses as to where not to buy from as to where to buy from.
While I have not shopped too many vendors - here is what i learned:
1) Don't shop ebay exclusively. It usually isn't the best price, shipping is often more than ordering elsewhere, and sometimes you don't get what you think you are getting
2) While their prices aren't the lowest, i have had good luck ordering through Walthers directly. They are usually on top of their inventory, and ship pretty fast.
3) If you are curious about a partcular online store, post here or on other message boards for comments. Title the posting "has anyone ever bought from xyz?" Soon, you will have responses both yea or nay.
Most online dealers will be good. A few will be bad. Of the good ones, it is hard to say who is better - so shop by price or availability of items.
Kevin