I think it just depends on what theme you are looking for. Partycity.com, Orientaltrading.com, and partyamerica.com are three of the biggest online companies who offer tons of options.
I think the best site is KidsPartyWorld.com as they seem to have every theme and more out there for kids and adults...really user friendly with low prices. I really love their selection.
You can find bulk party supplies at http://www.bulkpartysupplies.com/ or http://www.orientaltrading.com/. Oriental trading also has a large selection of goody bag fillers.