We have a dearth of Needlework shops around here, too. :-(
There's an ACMoore 30 minutes away. I've been impressed with some of the natural fibers and good tools they're carrying.
For online shopping, I love Halcyonyarn.com. They're in Maine, have a great catalog. Actually, two catalogs, one for yarn and spinning fibers and one for tools.
My UPS driver is my favorite fiber mule. ;-)
Pinz
We're really lucky here in Utah to have so many good shops for handwork hobbies. I really try to support the brick and mortar local businesses, but the Internet is a great resource also.