Pick a Brick Online
At LEGO itself there are many bricks at the online service of Pick a Brick. Unfortunately there is only a small selection here - but offers a faster delivery time than bricks & parts.
Here you can see the different Pick a Brick pages per country:
Bricks & Pieces
In addition to Pick a Brick Online, LEGO also offers single bricks through their customer service. At Bricks & Pieces you will find the largest selection of new LEGO bricks directly from LEGO. However, this variant is also associated with the highest waiting time.
Advice: In some countries Bricks & Pieces service merged into Pick a Brick Online. Here you can find further information.
Here are the different Bricks & Pieces pages of various countries:
Besides the LEGO Online Shop, there are also marketplaces where individual dealers sell used and new bricks.