I made a bunch of ebay bits purchases recently. Here's my experiences with some of their online stores, maybe it will help some of you guys:
Blackdagger Games - Huge bitz collection, most of it is sold one bit at a time (like single shoulderpads, even). They combine an unlimited number of bitz shipping for like 2-3 bucks. I think they use next day shipping because it was FAST.
Player's Cove - some bitz, also a lot of single figurines that have been paint-stripped (almost all oop). Fairly expensive for individual models, bitz prices are comparable to other stores. Good place to find beakies and such older stuff, fast combinable shipping.
Epperson Professional Painting - Big bitz selection, including some lots that are pretty good deals (15 chainsword arms at a time, stuff like that). Shipping is combinable, but super slow compared to the other sites. Took over a week for two seperate orders to arrive.
magusspraine - a seller rather than a store, but she has tons of gw boxed sets auctioning at any time. All the auctions have free shipping, which is nice when figuring out how much you're spending. I got some assault terminators (no box, just sprues/instruction sheet) which arrived the day after I paid for them, and total cost was a bit lower than retail.