I'm in a weird point where basically any direction I go from my house I can get to a reef store in a hour, but nothing closer... as a result I buy nearly everything online. I've bought from MarineDepot.com, ReefGeek.com, AquariumSpecialty.com, FosterSmithAquatics.com, and LiveAquaria.com but hands down my preferred vendor is PremiumAquatics.com. They ship same day, will match anyone's prices, and have fantastic customer service. Their website is a bit of a challenge to navigate but they are supposedly working on that.
I used to Foster and Smith more often but they don't seem to carry a lot of the higher end brands, its just the lower end stuff for reefs.