Recommend that you stick with the established sites. A lot of fly-by-nights are popping up all over the internet. Take the time to fully read and understand the rules and policies on each site regarding Deposits, Withdrawals, & Bonuses. You're setting yourself up for disappointment if you don't, even on the trusted sites where cashing out bonuses can prove difficult
Here are the ones I can personally recommend that you download with only minor reservations. The perfect site hasn't been developed yet, and these sites have different positives & negatives, but you can at least count on them for decent quality of game play, fairly challenging opposition, and no monkey business with your money.
Ultimate Bet
Full Tilt Poker
Paradise Poker
Pacific Poker
Noble Poker
JetSet Poker
I know, I know...I left off a lot of people's favorite sites. It's a matter of preference, but I strongly dislike Party Poker, PokerHost, and PokerStars and never recommend them to anyone.