For the most part, if I'm shopping for a good selection of high quality general spices, my shopping depends upon how I'm buying.
In order of preference, if I'm buying online, I go to:
The Spice House
My Spice Sage
Penzeys
If I'm buying bricks and mortar retail, I go to:
Penzeys (1 block from one of my offices)
The Spice House (10 miles from my house)
My Spice Sage (N/A)
When you start getting to more exotic spices, I typically go to Amazon, or a variety of specialty online retailers.