Some of my own (and others') favorite parts suppliers:
http://www.danssmallpartsandkits.net/
http://www.surplussales.com/
http://www.electronicsurplus.com/
http://www.circuitspecialists.com/
http://www.apexelectronic.com/
http://www.allelectronics.com/?iorb=4764
http://www.kitsandparts.com/
http://www.palomar-engineers.com/
Made this a sticky - anyone wishing to add to the list, please do so!
This could be a valuable resource for builders! <edit by ad4mg>