Buy Compact Fluorescent (CFL) Bulbs Online

Amazon

Amazon has a wide selection of general purpose CFLs and specialty CFLs such as dimmable CFLs, 3-way CFLs, and CFL floods from manufacturers such as GE, Panasonic, Greenlite, and others.  When purchasing CFL bulbs, make sure that you follow manufacturer recommendations.  For example, you should only use dimmable CFLs in dimmable fixtures.

EBay

At any given time, EBay usually has hundreds of listings for compact fluorescent bulbs.  EBay is a particularly good source if you're looking to buy CFLs in bulk.

Lowes

Lowes.com has a limited selection of CFLs.  Curiously, at the time of this writing, HomeDepot.com has a single listing for CFL bulbs.