If you're going AG, MoreBeer has some of the more attractive prices and shipping fees. Base malts in 10# bags for just over $1/lb. Free shipping on orders over $59. Hard to beat for us folks who don't live close to a local homebrew store or macro brewery. http://morebeer.com/
I love HopTech out of Northern California. www.hoptech.com. They have reasonable shipping rates to me here in Hawaii, their prices are good, and they will fill an exact recipe request if you wish. Their customer service is outstanding as well.
I have used almost all of the ones mentioned in this thread as well as Rebel Brewing in Tennessee. There is no one right answer- shipping costs vary depending on what you are buying. My 2 favorites are Austin Home brew and Rebel Brewing.
Farmhouse brewing supply has great prices! Less selection than Northern Brewer, but I have not found cheaper hops or grains. http://www.farmhousebrewingsupply.com