Another vote for Penzey's. They were my first introduction to a spice shop and they really opened my eyes to how much difference good spices can make in cooking!
I have always had good luck shopping in person at The Spice House (
www.thespicehouse.com). I can't speak to the web experience, but they have always been great when I was in the area in person. They aren't local to me-but I used to be in Chicago about twice a year and would make stops there when I was in town.
I have also had good luck in person at The Savory Spice (
www.savoryspiceshop.com), which is local for me. Again, I have never ordered from them online. But given how good they are in person I would be willing to take a chance on them if it was me.