I don't really have a favorite per se, since no one company is going to have everything I might want/need. Baker Creek is certainly on the list of ones I visit frequently, especially now that they have the Explorer series. Other ones I use often enough to make regular checks include Tradewinds Fruit (besides being excellent for Tropical seed to play around with, they have a surprisingly good herb and tomato section.) Baker Creek is also very good for herb seed and the Seed Zoo is again a good place for rare veggie seed (though it is rather depleted by now). I also visit Sacred Succulents from time to time. Again this is mostly play around tropical stuff, but they DO have a surprising number of obscure South American veggies, and a lot of odd species herbs (for example most of my more obscure wild edible allium seeds came from them.)
Finally for those occasions when I want/need my herbs as plants, not seed, I like Mountain Valley Growers, since their selection is quite extensive. The fact you have to order a minimum of six plants at a time is a bit of a hassle, but it can be worked around.
