Generally I don't tell folks where to buy camera equipment front. From B&H to KEH to Adorama, there are more than a enough large dealers out there who will have your item in stock and offer a decent price. (But beware of anyone who's way under the nearly equal prices the large dealers will offer.)
However, for certain more obscure items it's a big help to have a dealer who is knowledgable and will be patient with you in helping you choose the right items. I first found The Filter Connection, in Connecticut, while searching for a hard-to-find Kenko wideangle adapter for my Canon G5. Not only do they have a nearly unmatched selection of filters, and great prices, but these specialists are more than happy to help you out if you call -- during business hours, someone will answer and be immediately able to answer your questions, even if they're about some obscure $10 filter you need to find.
I just placed an order with them for a series of graduated neutral density filters (critical for good landscape shots with digital's reduced dynamic range) and they were proactive enough to call me and check on certain issues with my order to make sure I had what I needed, rather than just shipping it. And this isn't the first time they've taken that kind of care with my order. So as much as I like online shopping, I do appreciate the kind of personal service a small business can provide. It's a real joy when you find a place that does both.
