Rapid Transit
I can't speak highly enough about Rapid Transit Cycle Shop. They have just about every type of folder you can imagine - Bike Friday, Brompton, Dahon, Strida, and I believe at least two others.
Two others that are good for folders are the Kozy chain which has 3-4 stores, and Dan's Cycle Shop in Berwyn which has Dahons and a very helpful and knowledgeable service department.
Bike Friday is a good option too but you can physically try one out at RTCS. The last time I was there they even had a Bike Friday folding tandem hanging overhead.
Also if your heavier (like Americans typically, guilty as charged) Bike Friday can tailor the frame to your weight specifications. Most folders have a limit of 220 pounds though Strida goes up to 250. Granted I can't envision Strida for anything more than commuting and short trips, ingenoius as the bike is.
Personally I have a Dahon Jack because I use it for everything, commuting, trains, recreation. It keeps in the trunk (boot) of my car and is not difficult to get on a train, and folds very rapidly.