Note: These days you can easily avoid the middle man by visiting an artist's or record label's website to purchase the music they release directly from them. Oftentimes, this will result in lower prices, quicker turnaround, and maybe even a limited or special version of the LP. I would always recommend you sign up for label news letters and email updates to stay ahead of the curve. If you've exhausted those resources, I would recommend checking these retailers next.
Insound: Retailer specializing in new releases, mostly Indie Rock and Underground vinyl as well as band merchandise.
Because Sound Matters: Retailer specializing in limited edition audiophile vinyl re-issues. Everything from 90's alternative to 70's classic rock and so much more. Very diverse catalog also includes current releases, box sets, and lots of colored vinyl.
Acoustic Sounds: One-stop-shop selling high-end gear, furniture, DVDs, CDs, SACDs and, of course, Vinyl. The vinyl ranges from Jazz to Indie and it's all high-quality, audiophile pressings. They also have a vast selection of rare and used vinyl. And with the recent acquisition of Classic Records, Acoustic Sounds is clearly the Audiophile industry leader.
MusicDirect: Another one-stop-shop similar to Acoustic Sounds - lotsa audiophile gear, more furniture, and tons of vinyl. Stocking everything from re-issues to current releases. Compare prices before you buy, though. Their prices can usually be beat.
Aural Exploits: Another great place to score vinyl - great prices, great selection. Mostly indie and underground with a nice selection of imports, too.
Elusive Disc: Yet another resource for everything vinyl. They carry all the re-issues and current releases. Check with these guys if you can't find it anywhere else.
Amazon Vinyl: Maybe one of the best places to buy vinyl. Other retailers just can't beat their buying power. Constant sales, massive selection, new and used - they're hard to beat. Their shipping can be a little better. For example, if you buy one LP, they'll usually throw it in a box suitable for ten or more records, using those air pillow things to cushion the ride. But when you can get free "Super Saver Shipping", it's well worth the risk of a dinged corner. **UPDATE** Amazon has recently updated its shipping methods and they now use a very sturdy LP box. At first glance, it's a very odd looking box and requires a moment to figure out. But, even though it's different from your standard LP box, it gets high points for being strong, reliable, and extremely versatile.
Shockhound: Another great on-line option for acquiring your beloved vinyl. Highly recommended!
