One of my favorite online stores that I sometimes find myself at late at night is Erica's Craft & Sewing Center. They have just about anything: fabric, books, yarn, thread, machines, magazines (even the Australian ones), and more. You should really explore the site yourself.
If you live or plan on visiting near South Bend, Indiana you can visit the actual store. I have still yet to go even though I've driven by South Bend several times to visit relatives but never during a time when they're open.