I haven't bought vinyl online. I get new vinyl from Bullmoose music in Portsmouth, NH.
http://www.bullmoose.com/
They stock a bunch and if they don't have it, they just order it for me and call my cell when it comes in. No deposit required. They also have a point system which gives me a break on future purchases. They don't seem over priced because sometimes some releases are a bit rare, but they only charge off the shelf prices, instead of gouging people. Which is what some resellers do, especially eBay resellers. They will go into a store like this, wait in line on record store day, just to relist it often immediately.
Otherwise, sometimes the only place to find what your looking for is eBay and I haven't pulled the trigger yet. I do appreciate these links though. If there ends up a something I can't live without, I'll check back on this thread for links. Google works good too.