I think it comes down to what you need. Some stores will stock tubes that others don't.
For example, I really like Chinese 12ax7's in some of my amps. Dougstubes has the highest graded HG+ versions for v1. No one else really carries those. So I get them there.
I've had good experiences with Antique Electronic Supply and a fair experience with Tube Depot. Based on the posts in this thread, I'll give Valvequeen a try for common tubes, but checking out their website the selection is substantially narrower than Antique Electronic Supply.