I had been buying my jets from DynoJet, but the shipping costs more than a set of jets. $2/jet = $8 plus $15 shipping for 2 day UPS. They won't throw the jets in an envelope with a stamp on it for you, either.
The big problem with mail order is that unless you get the right jets first time, your project will be waiting for another delivery. I got tired of waiting for deliveries and paying for shipping, so I just finally took one of my old jets to the local independent Japanese motorcycle shop and they pulled jets from their "take off" box. They had several sets of jets that had been used in re-jetting other people's bikes. They charged me $4/jet, but I got the right ones on the spot, and I didn't have to wait for shipping, so I got my bike done that day.