I have used Cricketsonline.com and premiumcrickets.com both places I recommend. I prefer crickets online because of faster delivery "next day" and free shipping. It is usually best to buy from who is closes to you for cheaper shipping costs.
I have also bought Dubia which are happily doing there thing.. Yay!! I can't wait for no more crickets!!
I use Ghann's. They are by far the cheapest for me, since the shipping from Georgia to NC is pretty minimal. My dubia colony has been going since November, though, so I'm hoping that very soon I won't be ordering crickets anymore.
I started my colony in February so I am figuring maybe a month or 2 and I will be set.... but I may be wrong my wife was saying something about a rescue berdie this weekend so I may have another mouth to feed