Buy whatever works for your budget. Bulbs at a Home depot or similar will probably be a decent quality and will bloom great, a nursery might have a better selection (or same) but you can probably get some good advice on what will do good for you and your area. Online you can find top quality and pretty much anything you might want...... but you can also get overpriced crap online..... in general if you're just starting out, pick up a few bags at the store or nursery and try them out.
Best varieties will depend on your zone and climate, so in the future that will help. Welcome!

The bulbs I have bought at Home Depot have been accurate. Wish I could say the same for their daylily packages.

For starters, find out your climate zone so you don't purchase bulbs that won't perform well.

The main benefit from purchasing online is variety. Big Box stores are limited in choices. A company I've been very happy with is Scheepers. They mail catalogs too.

(..."John Scheepers offers flower bulbs in smaller units with significant volume price discounts while Van Engelen offers the flower bulb collection in larger, wholesale units...")

Here is a link that might be useful: http://www.vanengelen.com/catview.cgi?_fn=Bulbs

Thanks so much for the advice! I will check out those sites.

I've always liked John Scheepers for online orders, but really I've done all right with bulbs from Home Depot or Lowe's.

Here is a link that might be useful: Scheepers