Well I will say Theory 11 is the only magic forum I'm on.
As for companies... well I will say that most of the stuff Theory 11 puts out I love, the only thing on this site I wouldn't buy is probably Digital Dissolve as I'm not a coin guy. Sites such as Penguin, Ellusionist, and Jay Sankey, I love them as well, but they don't wanna make me buy every product they come out with. For example, the stained skin tattoos from E are cool, but I would rather not pay 70 dollars for 3 DVDs that are just going to make me keep spending money on tattoos.
If I see something I like, I'll save up for it. As for a favorite magic site... well Theory 11
I love the media section and forums.