Purl Soho has a large selection of really nice yarn (albeit a bit pricey). They have knit samples of practical each yarn (and colour), so you can get a good feel on how it turns out knitted. Check also Purl Soho's website for all their free patterns; there are some nice samples.
However, what I really love about this shop is their diversity in all sort of crafts. They have looms and the appropriate yarn for weaving. They sell lots of various fabrics for patchwork and then my favourite: embroidery items for nice new modern (and Japanese) designs.
This time around, I managed to keep my fingers away from the yarn, but fell for some embroidery kits, which I will tell you more about in a future post here.