A few suggestions:
http://www.thewhistleshop.com
Just about everything whistle-related
http://www.gaeliccrossings.com
Much smaller selection, but good quality. Their forums, though usually less active than C&F, have many of the same people.
http://www.elderly.com
Huge online music store. Not whistle-focused, but they have a decent selection available at reasonable prices.
I’ve bought most of my “cheap” whistles from these three.
I’d suggest ordering several cheapies at one time to save on postage, too. If you ARE concentrating on cheapies, any can be good when tweaked but I’ve had the best luck with Feadog D, Sweetone D, and Walton’s C whistles. I love my Generations, but they seem to vary quite a bit more out of the box.