In the US, you can get "everything" at Digikey, Newarkonline, Mouser, etc. But for small quantities the S&H will get you.
I look for my stuff first on ebay. Worldwide, I can choose the best over all deal, I'm always astounded at what there is. Sometimes the parts I want are right here in L.A. but I've also found things I needed in U.K., Taiwan, Hong Kong, you get the picture. I just avoid shops without much history or bad rep.