Penzey's has a good selection of black, green and pink peppers, cloves, and anise.
Why, living in Southern California, you'd consider an online source for cinnamon or chipotle I have no idea. All I can think of is that you are one loco, pinche gabacho. Just go to any large Mexican super and you'll find a huge slection of all sorts of reasonably priced, freshly dried or freshly fresh, and high quality spices. Cheap too. If you need to me recommend a store, PM and tell me which part of Los Angeles is yours, and between us we can come up with a few alternatives.
Also, there are a number of places selling excellent paprika; and you might as well go to one of them and pick up some olive oil, deli and so on while you're at it. For instance, I get mine, smoked, sweet and regular, Spanish and Hungarian, from Claro's.
The best online source for saffron and vanilla is Golden Gate brands at Welcome to Vanilla Saffron Imports
. The site is a little confusing, and the portal's links mostly go to informational pages. Look at the "store" section on the page's upper-right and you'll be fine.
Good saffron is expensive, but you don't want to use anything other than the best you can get your hands on. It's not only better, it's more economical too. Golden Gate's is the best at the best price.
If anything, their vanilla is an even better deal. You'll be tempted to buy lots and lots. Give in.