Famous Smoke is the only site I have used and I have been very pleased with what I have purchased. I have actually used their auction site the most, purchasing 5 packs at reduced prices. This has given me an opportunity to find my palette as I grow as a smoker. I do have a few sticks in my humi that I am not too fond of, but it has been fun finding my way.
The benefit of going to a B&M is you can find people who are knowledgeable who can help you find something that you will like without taking as big a gamble.