I've had a good -- if slooooow -- meal at Artisanal in NYC and have ordered their frozen gougeres (which, although good, are no match for the fresh ones at the place, darn it!), and this weekend, we ordered a million pounds of cheese from them for our friends in Maryland. It helped that they have a free delivery special going, and it was just SO much fun to search through all the cheese options to find some new cheeses, some old favorites, and some new favorites. We do prefer shopping locally -- Arrowine is our fromagerie of choice -- but for sheer convenience, Artisanal is doing it right.
http://www.artisanalcheese.com/