With regard to online dealers who specialize in modern Sheaffer products:
I have always had very pleasant experiences with the two Jims of Sheaffer fame---FPN moderator Jim M. of www.penhero.com and Jim Gaston of www.jimgaston.com---and would recommend both of them (I believe they are both authorized Sheaffer dealers).
Though it is not their specialty, I found some very good deals on modern Sheaffers (no vintage ones, tho') at
http://www.isellpens.com (check out the Sheaffer section, as well as the Closeouts and/or Specials section).
Pendemonium (Pendemonium.com) is located in the Sheaffer factory town of Fort Madison, Iowa, so they have a large selection of modern Sheaffers and some vintage ones, too. They have excellent service.
As for vintage pens (including, but not limited to, Sheaffers), I have had very good dealings with Rosspens.com, Ink-Pen.com, and GoPens.com
They are the first ones that come to mind, but I am sure I am forgetting some others...If so, I apologize!