Insound is THE place for Indie Rock. If your fans are hipster, indie rock types you should have your music here. Insound carries MP3s, CDs, Vinyl, and Merch. If you think your band may appeal to these kids who fall into the hipster/indie snob category your music should be here. The site has been around forever and treats their customers and labels very well.
Beatport does Dance/Electronic music downloads. If you make any music like this you need to do your digital downloads through this site. There are droves of kids in neon and baggy pants with pacifiers waiting to hear your 7 minute dance opus. If you are a band that does a remix or two, they should be here as well. Unlike the other stores, Beatport only does digital downloads and nothing else!
Interpunk is the place on the Internet for punk, like REAL punk, not kids in neon with 45 degree angled haircuts. Though you can also find a cross over of stuff carried at Insound and Smartpunk. They carry CDs, Vinyl, all sorts of Merch stuff, Books but no Digital Downloads.
Bleep is a Warp Records store, that specializes in Glitch/Electronica/IDM music. Don’t make me explain what this music is, if it needs explanation, please move on. It does Digital Downloads, CDs, and Vinyl. This store is useless to you unless you know what I am talking about.
There is still tons of specialty mail order stores for CDs and Vinyl you can get your music on to. Specialty stores for genres like Black Metal, Folk, etc. are essential if you want to build a following.