I use mainly two of the major mail order:
1. quantum models (www.quantummodels.com) good service, free shipping above $150 clunky website
2. Tower.. ditto on everybody's notes

Also for specialty stuff from other vendors on the net:

Sevocity - servos and good radio offers
arts hobby - for fiberglass and carbon fiber
central hobbies - all things pattern
engines - www.justengines.unseen.org my supplier of Irvine engines from the uK