Mindat.org is a huge database where you can find information about what minerals are found where. The most important page out there.
Geo.web.ru is a webpage written in russian, but with a lot of information and pictures. Escpecially strong on russian minerals.
E-rocks is a great page for buying minerals. All serious sellers. Fixed prices and auctions.
Ebay.com You can do some good buys, but also some bad buys on ebay. If buying beware of potential treated products and fakes. Anyway a good source of finding market value on sold products. Link leads you directly to my ebay-shop.
Copenhagen rock shop is a Danish site with a friendly seller, great minerals at very low prices. I have bought from them myself, and I am very happy with the specimens. Especially if you are in Denmark you can do some very good buys here, because of low freight cost, but also reasonable freight cost to the rest of the world. Great shop!