machead3 has some great points. From my experience, I typically check Amazon first. They are the most hassle-free way to go, yeah, a few bucks extra, but like iPod screens I've ordered in the past every one from Amazon just worked (and if not you can usually get a pre-paid label and refund right away), while ones I bought from wholesellers (and they later tell me after market) 6/10 fail...and you get eaten up on shipping.
After Amazon, I keep a bookmark list of resellers that I have came across. Each time I need a specific product I google, check out the quality of the site, read over their contact info, do a background check on the company, etc., then place an order.
In regards to E-Bay, you can find deals, but as machead3 kinda pointed out, you really need to read the fine print. For instance, the other day I needed a logic board for an iPod touch 32gb, and in the description they simply put "I tried to replace the screen, sold as is for parts." I contacted the seller and asked them if they did any solder work on the board, and they replied with "Yes" which means there's a 100% chance they fried the board and didn't find it "necessary" to mention that in the description. As far as selling on E-Bay, expect to pay 20% toward e-bay fees and PayPal.