Make sure you choose a roast style which suits the way you brew. For instance, if you're using a good quality espresso machine, you won't want anything like a dark roast, but if you're using a cafetiere (aka French Press), you'll want a very dark roast.
With most coffee brewers, you'll probably do better with blends than SOs (single origin coffees). Again, the brewer can have a big effect on the nature of the blend. For instance, an espresso machines love blends with about half "generic" Brazilian beans -- but that would be pretty boring in the cafetiere.
Don't be too shy to call and ask questions.
There are some wonderful coffees online, and you should by all means explore them. But bear in mind that good coffee is where you find it, and sometimes that can not only be local but surprisingly reasonable. The blend I'm currently using in my espresso machine is half medium roast Brazilian from a local Armenian market (around $5 a pound), and 1/2 Trader Joe's Bolivian (around $6 for 14 oz). It's less than half the price of Intelligentsia Black Kat, and just as good.
As a last word, make sure to use an appropriate grind (and grinder) for your brewing method.
There are three online sources that I like a lot
Larry's Beans, Counter Culture and Equal Exchange.
All three suppliers are coffee importers and roasters themselves, so the beans you get are very freshly roasted. The other thing I like about them is that all three are committed to the development of grower/producer farms and cooperatives that assure the farmers a fair and livable price for their green coffee. They are also committed to buying their beans from farmers that use sustainable growing practices and preserve bird habitat.
Take a look at their websites. They are fun and informative. The beans are all very very good too.