There's no one right answer here and it will differ based on your goals.
Personally I prefer to buy from people I can travel to and pick up in person. Last year I had three hatches from three different sources. One was a "test hatch" to make sure the incubator was working correctly. For that hatch I asked a friend who had a friend with lots of chickens if she had any roosters and drove a little more than 20 miles to pick up eggs from her.
The second hatch was under a broody hen and I was looking for a specific breed, so we drove about 130 miles to pick up eggs from a breeder/small scale hatchery.
The third hatch was another specific breed we were looking for. It took a month or two to find a breeder one state over. We made a weekend of it and visited a friend who lives in that state, about 640 miles round trip.