If you are looking for a Cichlid, your best bet is to find a local aquarium club. Any fish raised by someone local is already acclimated to your water and generally does better without the long shipping. Also, they tend to be VERY cheap. Sometimes they have non-cichlids, but generally, they sell what they raise, and cichlids are easier to raise.
A good LFS can order you something different. You pay a little more, but the better stores take on the onus of providing you with quality stock, as well as a local face to deal with if a problem occurs. However, be careful of the store that does no more than merely place the order on aquabid for you and charge a markup.
Going alone on the internet, you can find the most oddball of stock. Aquabid is the eBay of live fish... but eBay dabbles too. These provide some level of protection for the purchaser, and provides a little bit of regulation and oversight. People with a lot of positive reviews in a very short time may be plants, but sellers with YEARS of positive reviews are likely on the up and up.
There are also a few private websites of breeders of specific fishes. However, it really is the land of buyer-be-wary.