If you're lazy and a little bit cack-handed like myself I thought i'd recommend The Fly Factory. I've ordered from them a couple of times now and each time I'm amazed at the prices they can offer. To top it off each order i've received has come in a plastic box with the flies arranged neatly on rows of foam. This is excellent for the hackled and the more delicate flies but also looks durn pretty.
They've recently started a loyalty scheme and offer some discounts to repeat customers and have a great postage time. The only drawbacks I've found so far is that with the amount of different flies on offer it can be hard to find specific types but the search function is very useful if you know exactly what you're looking for.
So until i figure out how to tie me own, I'm going to stick with these guys.