I have found Phil's Hobby Shop has great pricing and free shipping. http://www.philshobbyshop.com/catalog/
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Where What - % Mostly buy . . . .
Trainz.com--------------10% Used locos, rolling stock
Modeltrainstuff.com---15% Good prices, excellent service, best on-line IMO.
Western Depot-------- 10% They have NIB older stuff, including original K-Line
Walthers------------------5% Scratchbuild supplies. Mot much O really.
Amazon------------------20% I always check them first 'cause its just one-click
Not on line-at my LHS-40% Good guys. I pay list, but enjoy it much more.
Model Train Stuff (MB Klein) and Walthers have gotten my money lately. I pre-ordered a 3rd Rail Seaboard E7 direct from 3rd Rail, hope to see it before the end of the summer. I've also ordered from TrainZ in the past and will do so again.
I have posted my favorites before. This time I'd like to list two that I recently used for the first time. I was on the hunt for a couple items when "Ready to Roll Trains" came up in the MTH product locator. I called with my order...very pleasant to talk and they kept me updated on my order while they waited for their shipment.
While looking for another item, I decided to click on forum sponsor "Patrick's Trains". Another great place...my in stock items shipped very quickly.
http://www.readytorolltrains.com/
My favorite online source is right here, on the Buy Sell section.
eBay
Trainz
WholesaleTrains.com
Typically E-bay for just about anything, MaPa for Williams, Jasons for MTH, MB Klein for N, HO and misc train items. I buy detail parts and scenery items from P&D Hobby, Des Plaines Hobbies, MicroMark and Walthers. I will buy from anyplace in the country that has something I'm looking for, but the sources listed above are my first choices.
I think we'll be seeing Ma & Pa Junction closing its doors soon, or at lest downsizing considerably.
Trainworld they have some great sales and if you sign up for e news they have sales on occasionally and pre order discounts.
Justrains great place and selection.
Western Depot very large collection of especially K-Line great place to visit get the warehouse tour!
Horizon hobbies has some sales on some times keep a look out new search engine.
For Die cast vehicles found www.3000toys.com cheap shipping huge selection.
I pre order everything from Henry at Closeout Trains.