I know there are some progressive rock fans on this board, so these might be of interest -
Wayside Music -
http://www.waysidemusic.com/
Great for the more avant-garde and experimental side of things (RIO, free jazz, avant-rock)
The Laser's Edge -
http://www.lasercd.com/
More of a focus on traditional prog rock and progressive metal
Syn-Phonic -
http://www.synphonic.8m.com/
The BIGGEST selection of prog rock from all over the world; also, the best service of any online music vendor I've ever used. Only problem is the online catalog is only sporadically updated, so it's always best to email to see if what you want is in stock (whether or not it's listed)
The Artist Shop -
http://www.artist-shop.com/
Great selection of independent labels and artists here, not necessarily limited to progressive rock
Discipline Global Mobile -
http://www.disciplineglobalmobile.com/index.htm
King Crimson's record label features a pretty solid online store
Doug Larson Imports -
http://www.hicom.net/~dlarson/
Hope someone finds these useful. I buy from the first three regularly.