I've had great luck with JensonUSA. I feel no LBS guilt because I am often buying old stock, (10 speed parts, 2-3 generation old groupsan, 26" tires, etc) and because two separate LBS have said , "Just order that from Jenson."
Similarly, LBS often have trouble getting boutique parts, so I order from Fairwheel in Tuscon, without remorse. (Besides, they actually are a brick and mortar.)
It feels dirty to buy from Merlin, Wiggle, and Chain Reaction, especially when it is Shimano at absurdly low prices, but sometimes that happens. I feel no remorse if it is old parts, though. I usually stick to items I can install myself when doing this.
I've used Cambria, but wasn't impressed with their lack of communication and delays.
Amazon and eBay purchases happen on rare occasion, once again for stuff that isn't at the LBS.
I try to offset online buying by getting stuff at the LBS if they have it in stock, or by purchasing nutrition/water bottles/etc when I've gone to a demo day. I recognize that this isn't where they make their money, but I wasn't going to buy a $7k Giant or Spec anyway. Sometimes I will reverse showroom, where I research online and buy at the LBS.
I don't have the tools, knowledge, or workspace to do all of my own maintenance, so I don't balk at paying service rates at the LBS.
...I was looking for some new Arch MK3...$100 per hoop...Fanatik...$90...TF...$66
I'm a sucker for the custom and the shiny, so since Stan's only does black now, (I was lucky to get white Flows on the rigid bike and silver ArchEX on the road bike,) I have to get my Stan's from Project321 in Fresno, and pay $135-$150. Looooooove that shiny ano, so it's worth it to me.