as the title suggests, what is a good online shop that isn't too expensive?

I use several. 

Global Sugar Art, Caljava and Amazon. I always check Amazon first. 

AIf you are in Australia be careful if you buy from the USA, the postage price is very high. Amazon also wont send some things to Australia.

You will find different sites good for different things - I am yet to find ONE place that has EVERYTHING I need at the best price.

You need to shop around.

UK has great cake stuff and a lot of the sites will automatically deduct the VAT at checkout for International Orders - I've found the postage normally is about the same as what the VAT would have been

I agree with Applegum Pam, you need to shop around.  I get stuff from all  over the world, including the East Coast of Australia.  Whilst US postage has gone up considerably in the past couple of years if you are careful and check your prices it can still be a lot cheaper to buy some things from the US.  Stuff from the UK is generally the quickest to arrive.  China stuff is incredibly slow but also extremely cheap (Ebay).

AIf you are in Australia eBay worldwide. Look for Free postage down the side of the page. Depending what you are looking for. Cakes Around Town are an excellent Australian site who now sent to NZ.