I get my LEDs from mouser and digikey if I need to buy them by specs, mainly wavelength and brightness. You also get them faster. Ebay is by far the cheapest, but most are from China and you'll have to wait a couple weeks. You can't really pick and choose which brightness you want, and you can't choose which shade of a color you want (wavelength). US does not have purple or pink, and only ebay has pink.
mcmaster carr has tons of selection more for hardware, digikey and mouser are better for electronics.