I basically only buy Malhavok stuff from Drive Thru.
I started buying a few things from ENGS, but I've stopped since my Libris Equitis 2 never materialised. I paid for it in January, and it seems every time I send them an email asking for it the EnWorld server crashes so I've got a superstitious dread against sending them another chaser.
RpgNow/Edge mostly. I get some freebees from DTRPT, but I don't think I've bought anything there yet. I've got my eye on GURPS Mysteries from the e23, but haven't bought anything there yet, other than pyramid subscriptions.
If it's an option, I try to buy direct from the publisher. Otherwise, RPGNow exclusively.
Phil Reed mentioned over on RPGNet the other day that he'd had trouble - i.e., not getting any money for his sales - from DBB, so I wouldn't recommend them to anyone.
The only two places I've purchased PDFs from have been from ENGS and RPGNow. I have picked up a free PDF or two offered by DTRPG, but I usually don't spend money there. I tend to prefer ENGS these days though, simply because I like to support ENWorld.
I bought my first PDFs at e23. I pretty much stopped following the SJGames forums and came to ENWorld. I then started buying a number of PDFs here, but they've screwed up several orders and lost my bookshelf in the last crash, so I'm questioning whether I should continue. I picked up Hollowfaust and the Ptolus book at DrivethruRPG, but don't really feel like paying for watermarked books.