1st choice for me is AKS, especially with the recent revamp to their website, as you don't need to fax everything in now. They've got the most reasonable prices I've seen by a good margin, and they do everything they can not to kill you on shipping. I placed an order the other day, and they actually emailed me about knocking off some of the shipping costs if I'd let them cut the pieces a bit shorter. Shipping is always fast, and packaging is done VERY well. Those guys definitely know what they're doing, and they have a very decent selection as well, including some materials you can't really find anywhere else (and certainly not for their prices). I just wish they offered Micarta handle material.
2nd choice is New Jersey Steel Baron, though he does bite you on the shipping a little bit. Not too bad if you're ordering a number of pieces, but if you're just getting one 4ft piece of something, the price for shipping is a bit steep, IMO. No question about the quality of steel and service, however, though they also tend to take a day or two longer than AKS.