Sourcing models was a really big hurdle for me when I first started playing the game. In fact it was a big reason why I didn't play for so long. Asking people where they get their minis and being told go to eBay is pretty depressing when you consider the stupid prices so many things are going for on there and frustrating when you just want to fill a gap. The good news for newer players in epic is how many amazing online stores are now producing high quality proxy ranges for complete armies. Below I've attempted to assemble a full list of the available stores and give you an idea of what they sell. With this list you should have no trouble building marines (loyal or chaos), Gaurd, Orks, Necrons, Tyranids, Sisters of Battle, Knights and more all the time. If you know of another source that I've not got here drop it into the comments and I'll add to the list!
The new kids on the block but my transactions with them have been efficient and the minis I've got are great quality. Currently the best place to grab the full (and growing) Defeat In Detail range (previously Troublemaker games) and also the UK importer for Obslaught Miniatures and Battlescene designs terrain. More importantly it's the brand new casts which make some of the best proxyies around (a couple of samples below) that make Vangarud a place to go back to on a regular occasion!
I've bought a pile of minis through these guys and always been happy with what I've received. A great range of proxy minis with heaps of infantry and vehicles. My entire Tau army has been built using their proxy infantry which mesh beautifully with the originals. They also add to their ranges regularly with original sculpts including at time of writing an interesting looking range of Knights.
These guys stock the full range of Exodus Wars and Onslaught Minis. They have some excellent proxy models for Gaurd, Necrons and I love the robots pictured below for AMTL. Personally I've not bought through these guys before so if you have and had a good experience post your thoughts in the comments below!
Dark realm miniatures - now being sold through micro world games
I've never actually purchased through these guys but my local group have and can vouch for the quality of what they produce. I've got pictures here of their industrial infantry but they have solid proxy ranges for a range of races.
Some of their vehicles are available through Vangaurd but the best way is through their FB page
One of those hidden gems I was really glad to find. The team at Gregsters produces original casts of a range of different bits and bobs, not so much about full ranges more just filling some gaps. My favourite mini is their death wheels for Black Legion marines which just didn't exist before them. Stomps skirts to turn little stompas into supa stompas and a range of very nice super heavies. Also a range of very nice terrain pieces including a great source of ruins if you can't source the original plastics.
Micro world games
These guys have an amazing selection of fantasy minis in 6mm scale and have recently started up a range of sci fi that would be great for cultists. Just recently they have adopted some other ranges and added them to their website. I've bought a bunch of minis from them and found their quality to be awesome and communication outstanding.
Trollz under the bridge
Great ranges of proxy infantry and Necrons, a huge chunk of my DKOK guard come from these guys and they sell various vehicles at times. Regularly releasing new stuff through their newsletter and FB site, definitely worth a look.
Evil Mushroom games.
Technically not a minis supplier but I'm giving them a shout out because I love their resin bases. I found them much more affordable than some of the ranges out there and my entire Necron army is based on their wares. They stock a huge range of options beyond just these crystal bases.
Again technically not a source for minis but these guys do magnetic based square bases in pretty much all the sizes you could want and I love their stuff. I use their 20mm square bases for sentinels and whatnot which works brilliantly with my toolbox storage methods.
For those of you with a suitable slush fund Shapeways does have some awesome minis available. Usually you have to search around under proxy names to avoid GW IP. So you won't find much for Necrons for example but under deathbot you can find some of these sexy pieces. Same goes for Tauceti etc. if I get a better list I'll post it up, as always if you find something great let me know! Remember too they have sales pretty often either offering a % discount or free postage so be patient!
Here's some suggestions for shops you may want to browse from someone with much more experience than me!