TJ MAX - has a great selection of mats and yoga clothes. The mats are of a good thickness, quality and price.
Joblots - mats and blocks, mats tend to be of a thinner but very usable
Barnes and Noble (my first mat came from B&N)
What to look for: look for a textured finish as in the picture to the left. Check the thickness and decide what you need. My current mat is thicker than my old one, but it is harder to balance on it.
Some mats come with straps as in the pic on the left.