I get "lots" on eBay. Sometimes I get a good deal, sometimes it's about the same as buying from a dealer, but it evens out and is generally lower priced than anyplace else I've found.
Provident, as mentioned before, is top notch. Nothing but great service, speedy shipping, and quality merch. from them in dozens of orders. I also like Mint Products for bullion. Not as impressed with them for numismatic items, most of their raw stuff would get body bagged if sent for grading, imo. Their shipping is also a bit slower, takes them 2-3 days of "processing" before they get around to sending the package. On the upside, however, their prices for bullion are among the best, they don't play any "different price for cash vs credit" games, shipping costs are usually pretty low, and they have far more coupon/discount codes available for things like free shipping or an extra "gift" or what have you. Both companies above have handled what few service requests I've had excellently.
i agree with copper head http://store.scottsdalesilver.com/page/24/index - if you buy over $500 free shipping and the silver there holds a higher premium on ebay if you want to resale
I like Scottsdale Silver and Provident, both are reputable online dealers. To be honest though I cannot find better deals than my LCD. Of course every dealer/city is probably different but the few places I go here in town the mark up/buy-back is much more advantageous, I don't pay for shipping and I support the local economy. Of course there are certain things you might not be able to find where online dealers or ebay make sense, but for general mundane purchases I try my best to go local.
I've used APMEX for a lot of stuff, and they are nothing but great with very fast shipping. The only thing is minimum $12.95 shipping on anything you buy. But it does come insured, so that's nice.