Troll and Toad has a nice, large selection and they're great for players, or people looking to get older cards if they don't care much about condition, which can be touch and go. Their prices on most things aren't bad, and they offer pre-orders for cards before sets are released, which can be nice for players wanting to get a certain upcoming card before it gets too expensive. I've used them a few times, and I've generally been pleased, but then again I'm not a stickler for Mint cards (unlike most collectors).
As for me, personally, the joy of opening a booster pack is more important than getting the specific cards I want, so I usually buy booster packs and hope for a good surprise; usually, I'm not disappointed. AmiAmi is my vendor of choice, since I almost exclusively collect Japanese cards these days. The times when I want to get specific promo things (tins, gift sets, combo blister packs, etc.), I usually wait until I'm in the States and buy them in-store there, since it's generally much cheaper than it is here. I used to buy specific singles, etc. when I was in the States, but I've since started cutting down on my collection (less disposable income), but I'll still trade for specific cards that I want.