I'm in Vancouver, so YMMV but...
Cranberry Lane is pretty good. I've been to their store in Poco, and while it was a wee bit limited (I imagine their warehouse in Richmond would have more), there was lots to play around with:
http://www.cranberrylane.com/My favorite is Voyageur:
http://www.voyageursoapandcandle.com/They're in Cloverdale, and their warehouse is divine. Absolutely love them. I'm in Vancouver and can't always make it out to Cloverdale during their hours, but their mail order is wonderfully fast too. I don't think I've ever waited more than two days to get it, which is nice.
I'm also fond of Wicks & Wax in Burnaby:
http://wicksandwax.com/I go there more for their candle supplies, but their M&P kits are actually what got me started in making soap, so I'll always have a soft spot for them. No CP supplies, M&P only, and fairly limited (they are, after all, a candle making supply store primarily) but for a Vancouverite, it's slightly more convenient for me if I'm right out of M&P base and need more right. now.
If you're looking for lye, hit up Home Hardware in the plumbing section. They're one of the very few hardware stores that still sells 100% sodium hydroxide.
Hope this helps!