I get yarn from a bunch of different places - my LYS, KnitPicks, Webs, from people who are destashing on Ravelry.  Some of my favorite brands are Malabrigo, Dream in Color, and various KnitPicks yarns.  I would recommend KnitPicks’ website (www.knitpicks.com) Webs’ site (www.yarn.com) or Jimmy Beans Wool’s website (www.jimmybeanswool.com) for purchasing yarn.  I’ve ordered from all three and have had excellent service.  You should check out some of the indie dyers on Etsy as well!  Hope this helps!