Nordic Needle is a retail and online store that sells supplies for needleworking, lacemaking and other fiber crafts. It has a lot of hard to find threads and supplies such as bobbins, tatting shuttles and specialty threads.
The customer service here is excellent! I had a problem with an order, and I received a call-back and resolution from them the very next day.
The only con is that it's difficult to get off or change the address on their mailing catalogue.