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.
Full Tilt 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.