I use the Flyartist.com A lot.
Nimrod on eBay
Fishusa.com mainly for Wapsi rooster saddle hackle
Flyfishfood.com
Avidmax.com
jsflyfishing.com
Feather-craft.com
Flyfishsd.com
Woodsandwateroutdoors.com. (Tons of chenilles and feathers) mainly geared towards jig tying supplies.