Bones - Buying spices is one of those situations where you need to know and trust who you're buying them from. You're far better off buying them from a specialty merchant that lives and dies on a single product line rather than a big box store where you can get some ribs, your tires changed, an eye exam, a new TV, as well as your spices at the same time. To a big box store, spices are a lame afterthought.
For most mainstream commonly used spices my primary source is The Spice House as Dave mentioned. On occasion, I do use Penzey's. In my case, both have retail locations a reasonably short driving distance from where I'm located.
We tend to like the flavors of the foods from India, North Africa, and the Middle East. For the more exotic and harder to find spices my prime source is Zambouri, then followed by My Spice Sage.
As has been mentioned, whenever possible buy whole spices and grind as needed.
