Fall planted or early spring planted bulbs are best. Asiatic lilies are very hardy and survive for many years in your climate. Oriental lilies are beautiful but are fussier, like acidic soil and typical last only a few years in your climate. They are worth growing for fragrance though. If you aren't too concerned about getting the correct bulb or a very large bulb, then most any place will do. Typically businesses that grow lilies or are lily specialists will stand behind what they send you and send out larger bulbs, which means more blossoms per stem the first year and replacement if there is an accidental error in your shipment.
Lilies are wonderful, no matter what type you plant.