That question comes up almost as much as how to clean coins. I've only tried a few because I just don't trust doing buisness over the net. So far my favorite it Millersmint.com. some people like Heritage Galleries but I just don't like Auctions. I tried vtcoins a few times. They are decently priced, decent grades, fast response to your orders, however, they waste most of thier web site showing you what has been sold rather than what is availble. That gets irritating to me anyway. A friend of mine recommended Northeastcoin but I haven't tried them yet. Myself, I'd rather go to a coin show and see what I'm buying and haggle about the prices.
Of course it depends on what you're looking for but I have used "mintproducts.com" several times with good success. They're prices seem fair and the service is very good.
Mintproducts.com and coast to coast coins. I like coast to coast because the mail their monthly sales flyer in an envelope that dosn't indicate anything about coins(for privacy) and prices are inline with fair market value.
What kind of coins? What price range? There are many good online stores. Here are a few: Mark Feld DLRC Heritage Pinnacle JJ Teaparty VTCoins Rare Coins of Hew Hampshire Harlan J Berk
These days I purchase most of my coins from VCoins.com, which is a collection of some 100+ dealers that are bound by a code of ethics etc. I have purchased many dozens of coins from dealers all over the world and have never had a problem. Northeastcoin.com is another good site, pricey but very nice coins and they ship quickly.
Here is an interesting thread from a few months back that might be of interest...CLICK ...as you can see from the above thread, there are widely varying opinions regarding Coast to Coast. Let me clarify that I have never purchased from them so I have no opinion, personally. However I thought it pertinent to point out previous conversations regarding others' opinions and experiences. Good luck!
I made one purchase from C to C several years ago, needless to say I returned the coins and got a prompt refund. At least in refunding my money I did not get a hassle from them. I just was NOT satisfied with the USA coins they adverted as Uncirculated but were my EF.