aquabid.com is pretty good, from what I've heard. I haven't used it (I have a breeder that I order from) but many members have got bettas from aquabid and boy are they GORGEOUS!
Or, if you have a betta breeder near you, buy one from them. :)
But if it's your first time keeping a betta, I would get one from a pet store. This way you'll get some experience. For example, what happens when your $35 betta plus shipping and handling dies for some reason? A pet store betta first is good experience. Not trying to discourage you from buying a betta online, but doesn't that make sense?