Depends on what you're looking for. If you want to pick up SA stuff for fairly cheap, eBay's still the way to go. Online stores like Mile High have such over-inflated prices that even their sales don't make these affordable.
That said, I've used both Mile High and Lone Star (
www.mycomicshop.com ) for stuff from the 70's to the present. Especially Mile High; I subscribe to Chuck Rozanski's weekly newletter, and he sometimes institutes reader-only sales that can be combined with any concurrently-running sales, allowing for significant discounts.