It depends on what you are looking for...
Basic stuff, especially synthetics I get from whoever has the best total price but know what you want BEFORE shopping. It is the same thing as NOT going food shopping when you are hungry…you buy stuff you don’t need or don't know if you will like, until you get it home.
The best thing I ever did with fly tying was to spend the time to research and choose specific brands, types and materials to use. Once I make my choice, I won’t deviate so I only shop for those specific items, strictly on price. I also believe in stocking up on certain things I like or in certain colors because they have a tendency to be discontinued if you want more in a few years.
The hard stuff is natural materials, especially feathers, necks or hair. Not all tying materials are good just because someone packaged it to be sold in a fly shop.
When I have no other choice but to buy that stuff online, I like to do business with a shop owned by someone who I trust who is also a well-known and respected fly tyer. Someone who won't just grab a package off a hook and throw it in a box to fill an order. Unfortunately, these days that isn’t many places.
However...
If I need a neck, I will call Joe Fox at
Dette Flies and tell him what I am after.
Whitetail Fly Tying was my source for hair and ton of other stuff when Chris Helm was still alive. However, I imagine some of his legacy and knowledge rubbed off on the new owners.
Good luck!