Seahorse source is excellent, with good quality and good prices. My highest recommendation. People usually start with H. erectus--inexpensive, easy to keep, easy to breed. Do consider temperature too when you choose a species--some are temperate (I keep mine at 68-70 degrees)
There are a lot of H. kelloggi coming in through wholesalers recently, at sort-of-reasonable prices (cheap at wholesale level, not-so-cheap retail. The problem is, these guys are wild-caught. Seahorses are notoriously susceptible to disease, so if you don't mind running through a bunch to get a few healthy ones, fine. If you want ones that start healthy, no parasites/pathogens, go with captive bred.
Even captive bred from some sources are iffy--there was a problem with disease running through a former seller (no longer in business), and I have captive bred horses that were fed wild-caught food, and caught and carried disease that way.
Go with Dan at Seahorse Source
also--are you considering dwarfs? These are supposed to be great fun and reproduce like mad. The only drawback is they need daily feeding with baby brine shrimp, so you are in trouble if you want to go on vacation if you don't have a fish-sitter.