I've tried a few and, so far, I like L'oreal Quick Blue powder. I buy it in 1lb bulk tubs from Sally's. They don't always keep them on the shelf, but they usually have some in the back.
Tip for short hair that can afford to be bleached full-length each time:
Ever since I first tried a bleach wash (1:1:1 of 40vol developer, bleach, and shampoo), that's the way I bleach my hair, period. It's soooo much easier. I put on gloves, get in the shower, get my hands wet and ruffle some moisture into my hair, and then immediately brush the mixture onto various bits of my head. Exact coverage doesn't matter, because then I lather it up through the ends and work it down into the roots. Leave it 20 minutes and it's usually just as good as what I got for painstakingly applying 30vol with a brush and leaving it on for half an hour, but with way *less* scalp burn, and I don't miss spots.
I think one of the reasons the wash is effective is because it stays moist, partially because I'm in the shower, and partially because I smush it around occasionally while it's working.
My natural hair is pretty dark, by the way. Not black, but people sometimes think it is when I'm not in direct sunlight.
The only down side to the bleach wash is that it's kinda hard to watch TV in the shower. :)
Edit: Here's the official haircrazy article on the subject, which promotes a decidedly-gentler process than mine, so maybe it's a better way to go for most people: http://haircrazy.info/BeginnerGuides/bleach-bathing/