I usually use Attitude for pants and jewellery. They have a large range of sk8 jeans, combats etc aswell as spikey jewellery, bandwear and New Rock boots. They are rather expensive, but they do have a lot of stuff that as far as I know, you cannot buy anywhere else. Service is plain shit (sadly) and on many occassions I have been made to wait long periods of time for stock to arrive, been sent the wrong stuff or faulty stuff, and despite their promises of refunding your postage costs when they've cocked up, they never do.
The Blackrose is where I get most of my long sleeved tops from. They also sell pants, coats, gloves and makeup. Orders tend to take their time arriving, and again, on several occassions I have been sent the wrong stuff and not been given a return postage refund. Pricewise, there are a few bargins to be had. Most of their prices were very good, but about six months ago they put a lot of them up by almost 50%!! The site itself, I have to say is dreadful and full of dead links/images and will often add the wrong items to your shopping cart.
Red Haze sells mostly punk clothes, including bondage tops/pants and a lot of spikey jewellery, aswell as makeup. I've only ordered from here once so I can't really describe their average customer service (though on this one occassion it was dreadful.) Price wise, they can be expensive, and their prices do not include VAT, the only reason I can think of why they would have done this is an attempt to fool people into thinking they are cheaper than they actually are.
The (Gothic) Asylum
The Asylum sells mainly makeup and hair products, aswell as limited clothing and accessories aswell as some PVCwear. I've ordered from here a couple of times and I have to say I'm impressed. Their customer service is certainly better than the other sites listed on this page. Their prices are pretty good, and they don't charge UK postage! On the down side, they have a relatively small range, especially in men's clothing.