Some of these are not very user friendly, but sometimes you put up with a lot because of a decent selection.
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amazon.co.uk - Books, Moleskines, and Winsor Newton Artists' watercolors - ridiculously cheap!
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fabricinspirations.co.uk - Great selection of fun printed fabrics, including retro style
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clothkits.co.uk - Fun ribbons and fabrics
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yarnstick.co.uk - Large selection of crochet thread
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artifolk.co.uk - Art supplies
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hverdagsliv.no - Crochet thread from Solberg and DMC - crappy user experience and seemingly not so great selection, but they're willing to order pretty much anything from DMC at least which can be hard to get hold of.
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pandurohobby.no - Ribbons, Tilda fabrics