First and foremost, GET SAMPLES OF YOUR FUR. All the websites have photos, but they are rarely accurate to the color of the fur in person, and dye lots can change slightly between runs, so the photo they have may not be accurate to their current stock either.
Fur Suppliers Online:
Fabric.com(USA) http://www.fabric.com Good prices, free shipping on orders over $35 (always look on Google for coupon codes for additional savings!)
Distinctive Fabric(USA) http://www.distinctivefabric.com The standard fur for suits. This fur is carried elsewhere, and colloquially known as "DF" fur.
I'm Stuffed Fur(USA) http://www.imstuffedfur.com/ Wide selection, more than is shown on the website. Email Beverly to inquire about other furs not listed, very helpful when looking for odd or rare colors.
Cr's Crafts(USA) http://www.crscraft.com Good selection of more realistic furs.
Fabric Empire(USA) http://www.fabricempire.com/ Carries DF fur at a good price. Frequent sales.