Since these guys have the local stuff covered I'll provide the online options.

I've purchased several things online from
www.liveaquara.com. My most prized possession from them was a Purple Long tentacle anemone. Beautiful. Shipped well, and arrived in excellent condition. I found it on the Divers Den section on live aquaria.
http://www.liveaquaria.com/diversden/index.cfmI've also bought from
www.worldwidecorals.com. Prices are not cheap, but they have some pretty nice stuff and everything there is WYSIWYG (what you see is what you get). I bought a wellso brain from them a handful of years ago and it was really nice. Again, well shipped and in great condition.
I have bought from
www.coralprops.com as well. Definitely the best prices around that I have seen, but there stuff is not the 'latest and greatest' type stuff. You won't find 300$ acans or 50$ per polyp zoas here, but they have some decent stuff at really fair prices. If you are starting up a new tank this is a good site to get a handful of corals at a good price to get things going.
The best way to get corals though bar none is to join a club. You will often find experienced, gracious members who love helping out newbies with great advice and cheap frags (sometimes even free).