If you're in the U.S....
For Japanese parts (like the JLF),
http://www.focusattack.com/ is my first choice. They are located in PA.
If they don't have everything I want for the order, I'll check with
http://www.paradisearcadeshop.com/They are located in HI, but offer flat rate shipping.
Those are pretty much the only two places I buy Japanese style stuff from.
For non-Japanese style stuff,
http://groovygamegear.com/webstore/ is my first choice. (in NY)
http://www.ultimarc.com/ is equally well regarded. They are in the U.K., but have very fast shipping from what I've read on here.
For OEM Happ stuff, I go to divemaster. See his thread in the retail vendor subforum.
His website is
http://www.arcadeemulator.net/, but I'm usually looking for an oddball part so I PM him on here.
If you are in Canada or the U.K. there are other options which might suit you better.
What is best depends on what games are most important to you. There is no single joystick that does everything great, or we'd all be using it.
I have heavily modified JLFs with optical switches. I'd probably just go for the silent Omron's if doing it again.
My buttons are Semitsu. They've never let me down but sometimes I miss the feel of concave American style buttons. (they keep your fingers from wandering off the center of the button.)