Here are some of the best online supply retailers and the products I think they feature.
Daniel Smith - printmaking supplies especially inks
Utrecht - good overall retailer, good prices for brand oil paint, excellent brushes
Dick Blick - also good overall, printmaking tools and papers
Art Supply Wholesaler - excellent prices for canvas and stretchers
Jerry's Artarama - great sale prices overall stuff
Pearl Paint - NYC Based overall store
High Quality Paint
Vasari Oil Colors - expensive but great colors (Capuccine Red!, Scarlet Sienna)
Williamsburg Oil Paints - great paints very sticky and opaque (Pale Yellow Extra)
Robert Doak Paint - excellent prices on rare colors (Sinopia, Blue Oxide)
New to me stores
Italian Art Store - good variety of paint
Charvin Art - French oil paint
Cheap Joe's - overall stuff
Da Vinci Artist Supply - ??? good brush brand
Fine Art Store - overall
Small stores
New York Central Art Supply - best staff and knowledgeable good papers
The Complete Sculptor - sculpture supply and great staff in NYC
Sculpture House - also great stuff
Specialty
Anatomy Tools - great reference anatomy sculpture
Giust Gallery - best casts in the biz
Orlandi Statuary - also good
