I have bought seeds from just about everywhere. I like Wilhite Seed, Bakers Creek, Southern Exposure, Seed Savers Exchange, and several others. The main thing I look for are varities that are recommended by Texas A&M for my area. I think I have enough seed to not have to buy any this fall or winter, but when the new catalogs come out, I always find a few that catch my eye.
Easy stuff like tomatoes, peppers, beans, and peas I save seeds from what I've liked. And I trade what I can.
My planned purchases are from Johnnys in Maine but may try the localish guy (Jungseeds - local out of Madison WI) next spring. Impulse seed buys happen when I see something.
Other than locally such as Home Depot, Lowes, Walmart (I try to avoid), I've found online places like SeedsNow.com, ParkSeed.com, and Burpee.com are all great places to get seeds.
When I posted last night I forgot about this place. Even though I live in a city of 150,000+ not counting the "suburbs" we have a feed store in the middle of the city - not exactly a nice area either. They have a small selection of varieties (except for the 50 types of beans) but the prices are great.