This may only be useful if you're a spice fiend and majorly into cooking at home, but I am in love with
www.thesavoryspiceshop.com, and with their brick and mortar store in Denver.
They're not always the cheapest price-wise, but if you buy a lot of exotic spices and ingredients for ethnic cuisine, they're pretty much the only place I can find that reliably has what you need and has a decent price on it.
For more mundane things, have you checked your local asian grocery? Since people who make ethnic cuisine tend to use more spice in their food than white-bread american food does their prices are nearly always lower and quantities higher.