Bottom line, there's not one site that does everything for everybody.
I bought a lot of stuff from performancebike.com when I started back -- reasonable prices and good enough clothes, tools, tubes, patches, etc. But they don't carry the tires I like, so biketiresdirect got some orders. Nowadays I prefer the bibs from voler.com, and harriscyclery usually has my preferred brake pads (Koolstop salmon). Etc., etc.
Make sure you uncheck the "send me lots of email spam" box when you place an order from a new place, or you'll need to set up a separate bike store email account to see what your family and friends send on your main account.