If you love the music, support it:
Bandcamp - Any file format you could possible want at one price point.
Hard Wax - Pretty obvious choice for underground techno fans.
Google Play - Usually has the lowest prices. Before I add to my cart on Beatport or Juno, I check here.
Boomkat - See description for Hard Wax.
Juno - Decent site, some exclusives.
Beatport - I only buy from here when I have no choice because the release I want is one of their many exclusives. Beatport is slow, clunky, and has a terrible interface.
If you love the music, but can't afford to support it:
What.cd - The biggest, the best. Don't ask for invites because their rules prohibit handing them out on public forums. If you want in, just do a search for "what.cd invite preparation," go on their IRC, and take an entry test.
Waffles.fm - It's okay. Not a patch on What though.
Funkysouls forum - One of the best places, use Google Translate to sign up. Once in, most everyone speaks English. Not hard to find the techno forum, it's pretty top notch if you can't get into What.
Musicfire - Have your ad blocker on when you start using file locker sites, and be sure you know what to click and what not to click. Anyway, this site encompasses many different styles of electronic music.
Nodata - Techno, house, experimental, hip hop, etc. A bit random at times.
Rutracker - Secretly became one of the best trackers out there, but language is almost exclusively Russian. Great for downloading big bundles, just be sure to check for lossy transcodes.
Soulseek - Can be good. Can be bad. You need to check everything for lossy transcodes. Sometimes there are things that can only be found at Soulseek (and they are usually very old scene rips at low bit rates.)