I've used Cornerstore Comics a few times, prices vary from good to typical, pretty good service.
I've also done business with a number of online vendors thru Amazon.com, Decent prices, decent service. I've gotten quite few nifty OOP figures that I missed the first time they were released. I have had to pay some extra moolah on some of the rarer pieces, but I've also found some real deals too. I've seen the exact same figure sold by two different vendors, one charges, say, 200$, while the other charges only 40$, so you don't have to put up with the ridiculous prices some of these jerks charge. I would definitely give Amazon.com a look.