Surprised nobody's mentioned eReader yet. Even though they're technically part of Fictionwise now, they're still being run as a separate site, with their own discount program (newsletter as opposed to discount club). I was buying from them way back when they called themselves Peanut Press and I had a Palm IIIc and a Visor Deluxe.
Apart from that, Baen Webscriptions (natch), Alexlit & Mind's Eye (alexlit.com/tale.com, both now defunct alas but I hope Alexlit will eventually come back and bring my library of titles there with it), and Fictionwise.
I'm trying to think if there's anywhere else I've bought e-books from, but I guess not at this point. I've snagged free ones from enough places there's no point really trying to list them. Blackmask (now Munseys.com), Gutenberg (natch),
MemoWare, etc.