If you want to spend around $800-$1500, then a local shop.
Look for something with a double crank, not a triple, an aluminium frame, a carbon fork, and the new generations of groupsets (the styling of the shifters all look similar at each level). Claris is the cheapest you should go (definately don't get old claris though), then sora, then tiagra, then 105. New Claris is very good, but each level up gets you lighter weight, an extra gear in the back, and better build quality, which are genuinely worth paying for. Ultegra & Dura Ace are the expensive groupsets where diminishing returns really kick in.
I say to buy from a local shop, because having a bike fit you well is more important than the level of spec on it. You'll need help fitting the bike, and they can do that. You'll also want to buy some clipless shoes, again, that fit you really well.
If you want to spend less (considerably less, ie $200 in good markets, will get you a nice used bike), craigslist.
If you find a good deal on a well specced road bike online, just be aware that it will likely need everything adjusted, wheels trued, etc, even though it's new, and the wheels and tires and many things on really 'well-priced' bikes are often total garbage