I make a point of ordering CDs and the occasional 12" from the local record store, because the owner is a friend. He lets me look at the distributor faxes so I can order things I like.
When I order digital my favorite sites are Juno and Boomkat. I have ordered from Beatport, but I find browsing on that site frustrating. For one thing, the sort of things they push in their e-mails and front page of the site are often annoying crap. For another the whole site is a flash application, which means it's fiddly to work with. And the audio samples of tracks sound like Real Audio circa 1998. Boomkat is my favorite site to browse, and their front page/email recommendations seem to come out of their own enthusiastic listening, not some promotion/publicist BS. Juno is sometimes a bit cheaper, and their 'editorial' content is more minimal. I have accounts on about 5 other services that at one time or another had an exclusive release I wanted. They don't rise to the level of warranting recommendation, either because of price, annoying website, or promotional e-mails that always seem to be about progressive or trance DJs with fancy facial hair. I will probably be getting more stuff from Electrofunk.com which seems to have it's act together now. I actually find a lot of stuff that's damn good that's free to download. One excellent release that comes to mind is Christian Bloch's release on thinner: http://www.thinner.cc/pages/releases/releases_detail.php?id=thn075 When I run out of things to look at on TheSuperficial.com I browse around on archive.org -- there's a huge number of self-released musicians with stuff up there. You take pot luck on quality, but there's good stuff if you browse patiently.