I've dealt with HobbyBuy.com - great service, great prices, very fair shipping. Also recommend SprueBrothers- great experiences there, as well.
And, heck, I can vouch for Milvehfan, as well!
But great deals, and I mean GREAT, as in you can handle the merchandise and get it for very fair, even really cheap prices, are to be had at about any model show. And the diversity of kits on hand can be simply mind-blowing! Extra added bennie: you get to see oodles of cool builds and meet lots of neat people! So... I would recommend going to the next show near you! (And keep a tight grip on your wallet or cheque-book, friend, as they can get sorely challenged!)
And do NOT under-rate evil-bay (eBay.com). There is a lot of model stuff there, you can learn about lots of things you will never otherwise see, and often there are really good deals. But before you bid or buy-it-now, do a little homework on the web for prices, etc. And be sure you know the shipping costs before you buy it.
EBay is not always "cool"... While I have never been burned in over 300 deals on eBay - many folks have...