Best choice for most: Often the best suppliers for irises are the local affiliates of the American Iris Society. Many of these groups hold sales or auctions during the season(s) for dividing. In addition to low prices (probably just a few dollars per rhizome, buyers also get stock acclimatized to the area and generally known to grow well locally. However, these are often one-time only events that you need to watch for. Also, verify the names--not all contributors label flawlessly.
Best choice for selection and convenience: If you seek a wide selection because you are after a specific variety or you want new varieties, commercial growers that specialize in irises provide the best opportunity. Dozens of such growers advertise regularly in the bulletins of AIS. Those that specialize in irises are likely to know the varieties they are dealing with, handle the plants appropriately, and ship at the right time. Cyndi Johnson maintains an on-line list of many suppliers. The AIS web page is a good source. Sections of AIS often list suppliers of their specialties as well.
Best choice out of season: If you need to plant outside of the best planting time, you are best advised to plant an iris that is already potted up. Sometimes your local garden center or nursery will have just the thing for you.
Often not a good choice: Catalogs that sell irises among many other offerings are often not a good choice, nor are box stores that sell many plants--what you get is more often than not misnamed, if it is in fact healthy.