when doing installs for customers, i have ordered from
http://www.lshlights.com/
they have a good selection of name brand lights as well as good prices, usually about the best prices i can find.
however, if your not big on name brands, i often use speed tech lights for some of my lower budget customers.
https://www.speedtechlights.com/
the lights have been great so far, as well as cheaper than the other brands. and they are mostly plug and play stuff, so no need to buy extra controllers.
for scene lights, i have used name brand expensive stuff, but budget wise sometimes wally world or auto zone lights work the best and can get more bang for your buck. i have even used harbor freight lights
http://www.harborfreight.com/6-inch-off-road-light-system-95811.html
on some vehicles. and me and my off road buddys love them, cause for the price you can knock them off in the trails and not worry about replacing a 150 dollar kc light.
just remember with all the lights, halogen or incandescent may be cheaper but pull alot more power. always use appropriate wiring and relays. the leds use a fraction of power and can be brighter, as well as last longer, but tend to cost more upfront. where i work our old ambulances, with halogen and strobe lighting, had the stock two batteries under the hood, as well as 3 in the box for extra power. our new models with led lights inside and out, dont even have an extra battery, and we can run all emergency lighting with the engine off for at least 4 hours and it still starts right up.