My favorite place to buy beads has got to be Fire Mountian. I can not live without their headpins and silver plated beadcaps. The headpins are always uniform and priced right. Since I do mostly charm bracelets; I use a fair amount of headpins. At the height of my bracelet sales I would actually worry more about running out of headpins than I would milk or eggs. They are a staple around my house.
I also spend a fair amount of time in Hobby Lobby and Joann's. Otherwise, I buy vintage buttons, vintage bubble gum charms, and vintage beads on ebay.