Asos is an online catalog company. They offer a selection of trendy petite pieces ranging from dresses to denim. Their denim selection for petites is not as abundant as their women's denim, but they offer a variety that capture the latest cuts and colors of the season.
If you are looking for classic cuts in a variety of washes then Gap is a good resource. Gap's petite sizes range from 00 to size 18. I have personally had a few pairs of Gap denim and while not inexpensive they are great fitting and high quality.
Topshop has a small selection of petite denim. They are all slim cut in a variety of washes. Much like ASOS, Topshop focuses on trendy cut and colors.
Nordstrom carries of variety of brands that come in petite sizes. While some can be a little pricey in the ($100 range) there are still plenty of options under $70. The cuts are more classic and conservative than some of the other sites.
Old Navy has the lowest priced selection of petite denim. They also have a variety of cuts and colors. I have tried Old Navy's denim and the fit can be problematic depending on the cut, but then again there is such a variety that you are sure to find a fit that works for you.