I'm fond of For My Doll. They do custom orders, for only a few dollars more, and you can request blends of up to four colors, I believe, and different variations on styles. The shipping isn't too bad, either.
Too many dollies to list. Check my profile if you wanna know who's who!
I second Formydoll and Audrey. And I have yet to try Facets but I tend to use that to get an idea of Monique hair color and how said wig looks on bjds.
Luts is also one of my fave for the range. Granted I have to chock up more items for shipping