well, i use modelsport for most of the new kits i buy and everytime its faultless!! the big problem which has already been said is the parts always out of stock, i admit modelsport are by no means the cheapest but i will always order from them as the service is bang on! even the courier that delivers for them too (fastway i think)
if i cant get from ms, then ebay has a very good selection of sellers, tamiya bits i use, melianw/tamiya rc car spares/tonys tamiya parts/selections web all as good as modelsport on the ebay site.
local shops i use include, geedee models in nottingham, pbm models in newthorpe (andy is a freind) and mighty models in sheffield, with these its worth ringing to check stock before setting off.
if all else fails, hong kong/ u.s. but recently started to use hobbyking, first time was great 1 week to deliver over easter at that, but the last 2 orders have taken near 3 weeks to arrive, blindingly good prices though.