A friend just tipped me off about this spice purveyor that sells spices etc in bulk, including finishing salts. You can buy as little as an ounce, for anyone who wants to try a variety for the smallest investment. And they have some interesting seasonings not even Penzey's has, like avocado leaf.
http://worldspice.com/spices.shtml
Looking at their salts, though, I'd comment that their black Hawaiian lava salt looks gray just like my smoked alder salt (Artisan brand, both), and my black Hawaiian salt is much prettier. Mine is jet black and shiny, like a tiny gravel of obsidian rock, a dramatic look which to me is the whole reason for owning it. I'd otherwise stick with Maldon for $8 a pound.
They do have some interesting salts I've never seen before, though, like the one from Utah.