Some in the boating and cruising community buy from here:
http://www.hopkinsmedicalproducts.com/Prices and shipping costs seem reasonable and the selection is pretty good. I haven't bought anything from them, I generally buy locally from small businesses when I can, but with the big box stores and major corporations taking over I may shift to on-line purchases. The prices the major retailers charge for basic medical supplies is ridiculous. Often twice or three times what some on-line source charge. I guess they figure they have you wounded, bleeding and in pain so they can charge whatever the market will bear. Nice guys.
A handy way to find good deals if you know exactly what you want is to run a search through Froogle, now known as Google products search:
http://www.google.com/productsType in what your looking for and you can sort by price, sellers rating, or other factors. Often if you find a retailer who sells one quality product cheap they sell other things at a discount also. You have to be careful to make sure the organization is reputable, I avoid E-Bay and other auction sites, but I have found a lot of very nice deals from retailers I wouldn't have known about otherwise.