We're currently working on a couple of bottles we brought back from some old woman with some olive trees and a hand painted sign on a dirt road from our last trip to Italy. She's in the GPS for the next trip over.

In the US I've become real partial to a store in Sonoma, they make their own and do mail order. Figones of California. A few of the wineries we do business with make some good oils too, if I'm buying wine I may fill one slot with a bottle of oil.

In New York, Fairway has some very good oils and most are at reasonable prices (reasonable price is of course totally subjective), and the Olive Oil company in Grand Central has some good oils, but is way too pricey.

I prefer a very strong grassy peppery dark green cloudy oil, which can be very hard to find unless the place has a great variety of oils. There's just not a market for that in the US. It's an acquired taste that like many things may take some building up to, but find a place that has several different types and lets you taste them. At first the straw/grass/pepper may be a bit strong, but give it a few tries and you may find it's really worth the extra money.