Ray Thomson's Spinning Accessories and Baskets A gentleman in Alberta, Canada who does the most gorgeous small-scale woodwork I've seen in a long time. Yes, they sell yarn. Check 'em out. But if you get them to mail you the catalog, be prepared to have someone hold your wallet for you while you read it - just as a precaution. The website is nicely convenient for those of us used to online ordering, and they take credit cards.
Shipping is reasonably quick.
The homepage for another major manufacturer of wheels, looms, etc. Again, no direct orders, but they do have a list of their Authorized Dealers worldwide, many of whom do mailorder or have ecommerce sites.