This is all from a US perspective, just based on recent experiences with these auction houses:
CNG - very cheap and quick shipping (to be expected for a US-US transaction)
Gut-Lynt - VERY expensive (90 euros!). The shipping process they used (some mode of DHL) was very slow, especially given the price
HD Rauch - affordable, a couple weeks to process shipment
Heritage - cheap and quick
Kunker - cheap, but sometimes very slow to process shipment
Leu - affordable, but always very slow to process shipment
Naville - affordable and quick
Noonan's - affordable, but can take some time to process shipment. Also, on the last package I received from them they marked it as a gift and used a very low customs value. I'd prefer they didn't do that.
Tauler y Fau - quite expensive and slow to process shipment (they warn ahead of time this is due to export requirements)