Outside of the "normal" grocery store, one of the best places is a good oriental market.
Here are a list of mail order places. I found all of them to be reasonably priced.
Selco can be found through most mail order places as can DTs phytoplankton. Shipping isn't bad on dry products, some liquids and definately frozen need to be shipped in a timely manner though. Jemco is on the east coast so they were able to ship standard UPS to my area and it came overnight (about $8 for a BIG order of stuff).
http://www.jehmco.com/PRODUCTS_/FISH_FOODS_/Cyclop-eeze/cyclop-eeze.html -cyclopeeze and mysis shrimp among other things. Frozen and dried.
Jemco sells in large quantities only, but still not expensive for what you get.
http://www.florida-aqua-farms.com/ - great for culture supplies
http://aquaculturestore.com/swinverts.html - some unique items for live cultures
www.aquaticeco.com - all around good place with a decent variety of items
www.brineshrimpdirect.com - was supplier of golden pearls, also spirulina powder, brine shrimp eggs, etc. Not sure on their status though......
www.instantalgae.com - supplier of "tahitian blend" and other concentrated algae pastes.
I'm sure there are others I have forgotten. Many of these I found through discussions with fish breeders, as they have been doing the live culturing and feeding little mouths for a while now