Depends on what you are looking for. If it is guns, go to Gunbroker.com. Of course you have to ship to a licensed FFL dealer in your area, the bids are like Ebay.
If it is stuff like mace and other citizen type equipment, I recommend Striechers based in Minnesota. They have a website, and sell mostly to Law Enforcement, but have some good civilian items as well.
If you are looking for mace, get Freeze Plus P. This stuff is 9 kinds of nasty, and we use them on the Minneapolis Police Department. It also has an ultraviolet dye that is visible under certain lights.
The new Tazer for civilians is also a good choice, if you can afford it, and it may not be legal in all states.