Wool 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.
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 -- 120 colors to pick from! They do not make it easy to buy however since they do not list the colors online! You have to buy a color sample book for $14 to even make your selection and then CALL them to order it. Geez Louise! Other than that huge blockade, I will say that they had fine product and great customer service.
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.