As well as the online outlets like Music Direct, Acoustic Sounds, Elusive Disc and Red Trumpet I have also used the following Ebay stores:
Mymusicfix
auralexploits
soundstagedirect
Good Vibrations Records
Emerald City Audiophile
There are lots of stores on Ebay and some of them have a huge selection of the more obscure or imported records. A lot of new releases are never picked up by the "gang of four" above so Ebay is always another place to look. I'm from the UK and for new UK music on vinyl, Ebay is the best (save going to England).
Cheers, Nick.