I prefer Newegg. I've used Directron for parts that I could not find at Newegg before. Directron is a little higher and a little slower to recieve your order but they are a great vendor.
Mwave, KD Computers, TCWO, & SVC are names that I see brought up on these forums a lot. Many members use them and swear by them. I guess I need to give them a try sometime but it's hard to switch from NewEgg when you're completely satisfied with their service.
Mike
EDIT: as far as parts being in-stock, NewEgg is great in this department. Their website inventory is real-time. I've been shopping before and had to remove a part from my shopping cart because someone else bought the last one in stock while I was off looking at something else.