The only site I've used so far is horse.com and I have to agree with smrobs...be careful with their quality. My friend bought a rope halter/bridle combo thing from them and not only did we have serious issues with getting it shipped (ordered it at the beginning of June and didn't receive it until almost the end of August!), but it was horrible quality. The two rope halters she ordered were great, though.
I ordered by bridle off eBay
and, while it isn't the best quality, it works, the lady who sold it was helpful, and was a good price. Of course, I wasn't expecting it to be great quality for $40 including shipping, but I needed a draft-sized English bridle and am on a very tight budget, so, as the saying goes, "Beggars can't be choosers."