Sells pretty much everything you could want. They even do fabric, though it's quite expensive. The do free delivery on orders over £50 so perhaps if a couple of you got together, you could save on shipping.
Another like the above. Free delivery on more expensive itens, not sure about little bits of haberdashery. Do a pretty good range of thread including YLI cotton (as reccomended by Kate Dicey).
An odd selection of stuff, some quite useful. What they do do is Empress Mills Overlocker thread, as reccommended by Kate Dicey.
This tends to be my go to store for haberdashery, mostly because they sell Coats Silk and cotton thread which I use a lot. They have a good selection of fabrics too. They are pretty helpful, but quality comes at a price.
I've bought from them before too, if I need something in a hurry this is my go to store, as you can generally get your stuff the next working day.
Not just corsetmaking but lots of other stuff as well. I've bought from them, but it was a while ago.
Another site that sells interfacing and lots of other haberdashery bits.
Lots of cute stuff for embellishing things, and bag making stuff. Making bags is surprisingly good fun.
While we're on the subject of making bags, this site has everything you need, plus helpful tutorials
Not the most attractive site to browse, but has a good selection of stuff, including some things that are hard to find.
Expensive but lots of lovely trimmings and pretties. I'm going to use this for eye-candy when I need cheering up!