I've never found a single seller that has everything I need in one hit, but using the wanted list is the most efficient way. There are plenty of Australian sellers to minimise postage costs and some overseas sellers have massive stocks to draw upon, so even if the pieces you order are coming from overseas, you can minimise the number of sellers you're buying from.

I've had some really positive experiences with sellers, people throwing in unpaid for extras and bonuses, getting in parts that are difficult to find, very helpful and friendly. I suspect because it tends to be hardcore Lego fans, they are more reliable than the average eBay seller.