I have used most of them and had good (mostly) and bad (few) experiences. As said, it depends what you need and where you live. Being on the Left Coast, great experiences with WH's and Tom's, and shipping isn't too bad.
Dennis Carpenter, Graveyard, LMC for my 79 Bronco. Shipping can be a challenge price wise, sometimes I question the Vendor's policy on shipping when the part costs less than the shipping and there are no other options. (WH's has been good to work with, if I am not in a hurry, they will look at all options available to them and quote prices. Usually, there isn't much in the way of savings)
Sometimes there is only one Vendor that has the part you need and you just have to accept the pricing.
Nick at Northeast Classic Ford parts is great if you need a factory piece and he has extensive knowledge.
It is good to compare pricing and shipping, and if the part is in stock to help with your decisions. Some sites don't have any reference to the part being available or when it will be. Sometimes it is good to give them a call and talk to a salesperson...