I have bought lighting from lampsplus, rejuvenation, schoolhouse electric, and bed bath and beyond. Bellacor has a large selection that I have frequently looked at, but I can't remember if I have ordered from them or not.

We've purchased from Lighting Direct and Hansen Wholesale. I like Progress Lighting and Casablanca ceiling fans, and they're pretty affordable.

I bought many of my lights from a local lighting store. I have some Visual Comfort, but then some other less expensive brands. One lighting store I love to browse online is Shades of Light. I also got one light fixture from Ferguson Plumbing. I do like the idea of being able to return a fixture to a store. You could also check Ballard Designs, Pottery Barn, Restoration Hardware and Home Decorators. Finally, go on Pinterest and see what you find that you like and then where it is from.

Take a look on Ebay

I was happy with the product (Kichler) I purchased from Lighting Direct. Their shipping time was reasonable and their customer service good. Unfortunately, I don't love either choice I ordered - but that is not their fault. I'm about to see how they are with returns.

Wow... timely thread for me as we just installed the pendant lights that I was so excited about and now that it is up... I'm not so excited.
I bought one set on Etsy and another on Wayfair. I purposefully bought items that were returnable.