While surfing the net I came across a site for Smiley's Yarn, www.smileysyarns.com/.They have some really good sales going on. I have never ordered from them, so I can not say if the customer service is any good.
Shelley, I believe Smiley's has gotten good reviews in other forums. I've never ordered yarn online so I've no personal experience, but those prices are tempting!
I did notice that there is a minimum purchase requirement of $30 and shipping is a flat $9.95. For me though, I can spend $30 in two minutes!