My favorite EPUB vendor is... well, actually Amazon. Great service and any book can be easily converted to EPUB using calibre.
Unless you'd prefer Kobo's recent habit of making books KEPUB only, or
B&N's partitioning of the userstore to hide your books, plus violating everyone's trust when they removed the download buttons.
And right now they are the three main publishers and your best chance of getting ANY book you are interested in.
Google Books may be the only non-Amazon, sane option left since all their books can be downloaded via .acsm into ADE.
And Apple is a joke that shall not be further mentioned.
Yes, there are workarounds... there are almost always workarounds.
KEPUBs can be downloaded via the desktop program and imported with a magic plugin (Nate has it somewhere) and B&N has greasemonkey scripts or Nook for PC (which many people have had problems with)... but the hassle...