Not the best selection of metal, but they do carry quite a bit, and they also carry a ton of other music, books, and movies. They have excellent prices, but they don't have the quick turnaround of Omega or Laser's Edge. If you order $99 or more, you get free shipping. Basically, if you don't order $99 or more, go elsewhere. The shipping will kill the great deal otherwise.
Century Media's Online Distrohttp://www.cmdistro.com
Love 'em or hate 'em for the bands they sign, but they have a good selection, excellent prices, and very fast shipping. If you order $100, you can get free shipping, too. The site's pretty crappily built, but it works.
They've had problems with a non-SSL site in the past, meaning that it is not secure for ordering, but I've heard that this has been fixed. Make sure it is before ordering.
Laser's Edge Online Storehttp://www.lasercd.com/default.asp
If you want anything prog or power metal, or even prog rock, jazz fusion, or other experimental genres, look no further. Great selection, excellent service, decent prices. Ken Golden's an icon in the prog community, and his online store has been the premeire source for prog-related material for years.
Omega - The End Records Mail-Orderhttp://www.theendrecords.com/omega
Great selection, good prices, free shipping, great customer service. Since it came online, Omega has been an outstanding metal distributor. The set the bar high and other vendors have since stepped up, but they're still one of the best.