Net-a-porter: They have the newest clothing from all of my favorite designers. If you live in New York and you don't know what to wear, they have same-day shipping.
Zappos: I love Zappos. They have designer clothing but they also have other cute things by cheaper companies. Plus, shipping's free and if you call about a problem and you're nice to them, they give you VIP shipping. (Don't tell anyone that I told you that).
Discount Dance Supply: I dance and I like to get my ballet stuff there. They have a big selection in Capezio and Bloch and tons of other dancewear companies. The prices are so low and the shipping doesn't take long at all.