Modest Clothes:
alhannah.com --Intended for Hijabis, but has a wide variety of cheap scarves, scarf pins, sleeve extensions, etc.
alsharifa.com --Intended for Hijabis, but either way check out their skirts and headscarves-- also sells hijabi swimsuits.
apostolicclothing.com -- Obviously intended for Christian Apostolic women, they have beautiful clothes, including modest exercise clothes.
etsy.com -- not specifically modest, but since they sell a lot of vintage skirts and a lot of their shops will let you special order things, it has a lot of options. In particular, I recommend The Modest Woman (more Muslim-focused), Modest Mama Creations, Pansy Anne's (a little more expensive, but wonderful anyway) and my personal favorite for snoods Regina Coeli Creations.
florenceadams.com/women-s-apparel.aspx -- Modest clothes by Catholic standards, they also have kitchen utensils and such, but I can't speak to those.
funkyfrum.com -- Intended for tzniut women, but not particularly frum, they have some really cute skirts.
garlandsofgrace.com --Intended for Christian women following 1 Corinthians 11, but great for anyone looking to cover their heads.
jademackenzie.com --A little expensive for a just-out-of-college budget, but absolutely gorgeous clothes!
junees.com --Intended for tzniut women, but either way they have great modest accessories (like sleeve extenders) and a wonderful variety of modest clothes.
koshercasual.com --Intended for tzniut women, but very good cheap, modest clothes options. Check out their modest swim/exercise skirt with built-in-leggings. Amazing!
middleeasternmall.com --Lots of cute hijabs and underscarves (including snoods) as well as adorable children's books featuring modest heroines!
modestsea.com --swimwear appropriate for both hijabis and tzniut women-- more expensive than most I've seen, but so cute!
myhijabshop.com --Intended for Hijabis (surprise!) and they're a tad expensive for me, but I want their skirts!
newcreationapparel.com --Intended for Christian women in general, but either way they have awesome skirts and maternity clothes!
themodbod.com --Intended for Mormon women, I think, but they have very good layering options, regardless.
tznius.com --Intended for tzniut women (obviously), but they have some fabulous modest clothing options.
peruvianconnection.com --Lots of great long skirts in interesting patterns and designs.
pitaya.com --This one is not only online, which is wonderful, but they are kind of hit-or-miss in both style and modesty. Still, I've found some great skirts here!
prayercoverings.com --Intended for a variety of Christian women, they have headscarves, bonnets and caps as well as modestly-dressed dollhouse dolls.
shukronline.com --For hijabi women, I love-love-love their skirts.
sistermissionaryclothes.com --For Mormon women on missions, this site has lots of cute, modest clothes.
sowersofhopeboutique.com --Headcovers for women of all kinds, including kapps, snoods, tichels, headbands, veils and "chemo covers" that could also be cute underscarves for hijabs.
symmetryfashion.com -- Intended for hijabis, these are gorgeous for an effortless hijab, that don't look as pre-made as the Al-Amiras.
Modest Wedding Dresses:
chatfieldsboutique.com --A wonderful modest wedding dress boutique. All their dresses (I think) meet Mormon standards and most can be modified to tzniut wedding dresses or hijabi wedding dresses.