Here are some of my favorite places to shop:

Yarn:

www.theknitter.com  This is my newest and most favorite site now!  Excellent service, free shipping.  Wide selection of lace weight yarns and Addi Turbo needles.  The Jagger Spun lace weight silk/wool yarn is wonderful.

www.knitpicks.com  This site has wonderful lace weight yarn and sells dyes as well.  The prices are terrific.  Great quality.
www.woolworks.com  I purchase my Jamieson lace weight Shetland wool here.  Great selection of colors.  Great service.
www.knittingzone.com  This is where I purchase my Hiya Hiya circular knitting needles.  Very fast service!

Dyes:
www.wcushing.com   This is where I purchase my dyes.  They  have a huge selection of dyes.  They are easy to use and results are fantastic.  You cannot order from the website however.  Here is their toll free number:  1-800-626-7847.

Sewing Patterns:
www.adams-harris.com   Oriole has wonderful patterns for many modern dolls, including ball-jointed dolls.  Her designs are excellent and the fit cannot be beat.

Supplies:
www.tinyzippers.com  I buy my zippers and buttons here.
www.riorondo.com  This is where I get buckles for purses and shoes.

New Ball Jointed Dolls (American owned company):

www.bybobergemann.com  I love Bo's new little ball-jointed dolls.  Although I support many doll companies, Bo is new and is a very talented artist.  She lives in Hawaii.  Check out her website to see what she has available.