Retail Sites
I'm not going to list big guys who have the best deals, rather I'm going to list the smaller guys that supply stuff that is a bit harder, but so worthwhile, to find. The list isn't all too creative and many people who run the internet circle looking for such items are probably well familiar with the following links.
Rivendell Bicycle Works : purveyors of classic cycling gear. Rivendell is a godsend for those of us who enjoy many components that the mainstream cycling world would consider obsolete. From non-aero brake levers and single pivot brakes to downtube shifters and freewheels, Rivendell is a great site to find dependable and classic gear. Lately, they've expanded to selling bags and clothing of their own design that are - if pricey - at least of the highest quality. Perhaps most notably though, Rivendell makes exquisite custom frames for top-dollar but also offers budget oriented ones as well that are no slouches when it comes to quality. My All-Rounder bicycle is a fine example of one of their custom bicycles.
Loose Screws : (formerly "The Third Hand"). A fantastic place to track down that lost bolt, bushing, grommet, adjusting barrel, whatever... They specialize in small bicycle parts. They also carry old stock equipment and though the inventory is spotty, you may find something that will do the trick.
Peter White Cycles : Peter John White is a U.S. distributor of the very fine TA components. He also happens to be the person to go to if you want light generator systems and other types of quality touring gear. Word has it, he makes a very nice frame too.
Harris Cyclery : Home of the legendary "Capt. Bike" (aka Sheldon Brown). They carry very functional lines of bikes and gear and Mr. Brown has a wealth of useful articles on almost everything you'd want to know about bikes.
Speedgoat : Classic gear? Here? No!!! Not by a long shot. They carry all the modern bells and whistles... so why do I list them? They are a very well run operation. Go ahead, call them up and it's like talking to a bike shop because they are a bike shop. They also have pretty good taste in the new stuff and have free shipping to the lower 48 to boot.
Webcyclery : Also on the modern side - but these guys mostly appeal to the counter culture. Trials and Single Speed and Extreme gear is their forte. Since I'm a singlespeeder, I thought it would be nice to list of the first places I'd look if I needed singlespeeding' gear.
Bike Manufacturers
These guys build the bikes that I like. I'm only going to list a few of them - If they have a load of interesting information, I'll list them; if I own one of their bikes, I'll list them; if I'm seriously considering purchasing one of their bikes, I might list them, but don't count on me giving a detailed synopsis.