Amyl Right Mate:
Depends what you're into I suppose... I mainly use:
Piccadilly Records, Juno Records, Boomkat, Dustygroove (US), Honest Jons, Norman Records, Sounds of the Universe & Jazzman Records.
Some of the above offer free postage on orders over £50.
HMV (if they have what you want) and Amazon can be surprisingly good - the £1.21 standard postage from international sellers on Amazon is a massive boon.
Diverse Vinyl has a great stock across the board genre wise, and stocks a lot of audiophile stuff, but is pretty expensive.
Otherwise, direct from labels is always an option.
I would second your recommendations (be warned tho' Soul/Jazz and their sister site, Sounds of the Universe, can be a very expensive habit as they have some very tasty records
)
Ebay is always worth a trawl, just bought 3 original vinyl for £12 (all from different sellers) superb and is a good way to while away a few hours trawling what's selling.