If you haven't heard of Knit Picks, you are in for a treat! Affordable, quality yarns at a fraction of the cost of other brands. I wouldn't be able to do nearly as many projects if I didn't buy much of my yarns through Knit Picks. Also, they have interchangeable needles in both wood and nickle-plated that are divine. The only other needles I use now are some of my bamboo dpns, but I'm hoping to replace those one day.
Knit Picks is for much more than just yarn and needles, though. They have project holders/carriers, organizers, gauge finders (awesome!), crochet hooks, book, many other notions as well as dyes, wool wash, and much more! Any questions? They've got their own online community.
Another thing that I've got to mention is their SUPERB customer service. They're very quick and friendly to resolve any problem you might have with your order. I recently did a hat project with blue and white Wool of the Andes, and the blue bled a little. I contacted them simply to ask them if there was any way I could fix it. They not only gave me some tips on how to prevent it in the future, though sadly it's not fixable, they gave me and $11 credit toward my next order.
Lastly, the shipping is great. Very reasonable prices and orders over $50 get it free! I've seen other sites that will charge up to 10% of your order price on shipping. No thanks!