Wool & Silk Resources
The following sites are a few I have used and can recommend from personal experience.
There are many more sites that carry roving, but these are the ones that I can verify from personal use.
Blind Squirrel Color coordinated packs of silk, wool and other fibers to make one nuno felted scarf. High quality chiffon and merino wool and other tidbits. Price $35. Includes eBook "Nuno Felting Start to Finish."
Outback Fibers - Outstanding customer service, excellent products, particularly good prices on silk hankies.
Alpaca Direct - Lots of pretty blends, and a nice variety of colors with good clear pictures.
Copper Moose - Merino colors in the eight-ounce size. Great service, timely shipping, and excellent wool.
The Yarn Tree - They have felting needle sample packs and interesting choices of Merino color blends.
Blue Goose Glen - Great site for shopping. Lots of selection. Reliable and cooperative!
New England Felt Supply - This place has a huge selection of colors -- Over 100 to pick from. If you are nervous about getting a color right, you can buy a color sample book for $25. They have fine products, fast shipping, and great customer service.
The link is to the the dyeed Merino top, but they also carry undyed, batts, tools, and other goodies.
Sheep and wool festivals are always a sure bet to have vendors with plenty of hand dyed wool roving and other goodies.
If you do buy hand dyed wool that is not commercially made, always check for colorfastness by washing a sample chunk in hot soapy water to see if it bleeds.
Try Dharma Trading. They have great prices!
(I recommend the 8mm chiffon or the 4.5 mm silk gauze in the "Sheer Fabrics" section) The catch? They only carry black or white so you'll have to dye it yourself.
Susanne Morgan out of Texas, USA sells hand dyed silks in her Etsy shop Nuno Felting Supply. She also sells coordinating wool, and kits to get you started!