Here are some websites that I find to be very good sources of information and help when it comes to painting technique and criticism.
Miniwargaming - www.miniwargmaing.com - a Canadian-based hub for war gaming information with an online store and forums.
Bolter and Chainsword - www.bolterandchainsword.com - Web forums focused around Space Marines and the Inquisition.
The Dark City - www.thedarkcity.net/ - Web forums focused around the Dark Eldar.
Here are some stores that I find have a good selection and fair pricing.
Miniwargaming.com - http://www.miniwargaming.com - Sells Warhammer, Warhammer 40k, Privateer Press as well as tools, paints and magnets. Also has instructional DVDs and battle reports.
Horde 'O Bits - www.hordeobits.com - Sells bits for conversions for both 40k and fantasy, plus other gaming systems as well.
Spikeybits - www.spikeybits.com - Another bits store that sells for many gaming systems.