Something Sexy
Super Freak
Toys.net or Toysquare seems to be the preferred place. A lot of folks buy from Big Bad Toystore as well, but they seem to get things much much later.
Yea BBTS is the place for me, plus it is located in WI so when they do finally get things it is shipped to me pretty damn quick but you are right they are usually late in the game to get preorders in.