I have to agree with supporting the local fly shop. That's always my first choice. But as we all know, no one store has everything you need...and that includes the online stores. You're forced to go online and shop around to search for the materials you need.
I've tried a bunch of online stores and I'm still trying to find that one store that has everything you need in stock, has free shipping, and great customer service.
Here's my experience with a few:
J Stockard - Seems to have the most in stock and a big selection. I like how their website is setup and is easy to navigate. They offer incentives to frequent buyers and also to give product reviews. I love how almost every product has good quality reviews. The free shipping threshold is at $100. However, the orders seem to be processed and shipped out slowly. From placing the order to arriving at my house usually takes about 2 weeks. I've had one of my shipments delivered to the wrong address and in return I received someone else's shipment. I contacted them and they sent me a prepaid shipping label to return the wrong order and then they resent my order....except for the items out of stock that had to be backordered. Then I never received my backordered items, probably because of all the confusion of the returns and stuff. They need to overhaul their ordering system and get more organized.
AvidMax - Good selection of stuff, free shipping at $25, but I hate how their website is setup. It's very difficult to filter by categories and find the stuff you're looking for. I usually get frustrated after digging around for a few minutes and then leave to try another online store. The orders I have ended up placing usually arrive pretty fast though.
Bob Marriott's - This is probably my favorite store. They started out as a small family-owned fly shop in California and still operate that way even though they've expanded. They have a great selection of stuff and usually have everything I'm looking for. The website could be a little easier to navigate, but it's not too bad. The free shipping is at a $100, which I wish was lower. The customer service is great and my orders get shipped out and arrive fast. When items need to be backordered (which is almost always the case), they will give you a call and let you know. So far, they have a good track record of keeping up with the backordered items and have a good system in place to handle it all.
Caddis Fly Shop - Another small fly shop going big, this one is in Oregon. This is usually where I end up when I just need a few things because the shipping is free at $25. They don't have the biggest selection but most stuff seems to be in stock all the time. Everything I've ordered is shipped out fast.
Fly Tyer's Dungeon - Can't say enough good things about this place. The guy is like a mad scientist creating his own line of quality fly tying materials out of his house. When you need EP Fibers go here and order the Congo Hair for a fraction of the price, it's very close to the same material. They also have a great selection of flash and dubbing too. The price of everything is super cheap, so cheap that you can afford to get every color he offers. The shipping cost is fair and is shipped out very fast. I've had orders delivered to my house in 3 days.
RD Fly Fishing - This is a sister company of Renzetti. They have a bunch of hard-to-find fibers, brushes, and flash. Selection is limited to a few types of items, but you can't find this stuff at most fly shops. Only drawback is they don't offer any free shipping.
If anyone has any recommendations or has found a good store with excellent customer service, I'd love to give them a try.