My top three are: (in no specific order)
-Autopartsway.ca - usually received in 2-7 days (2 when shipped from Toronto, 7 from Vancouver)
-Maranello BMW - Maxbimmer members get great discounts, if not in stock, 1-2 days from warehouse
-RMP Motors - They can get parts in under 2 hours and were a life saver when my water pump went!
Too bad bimmerspecialist.ca closed down, they were the only place in Canada I could get Pentosin MTF-2.