Thought I'd share a few places that I've either bought parts from or are planning to in the future. In no particular order...
futurlec.com.au sparkfun.com kitsrus.com kitsparts.com talkingelectronics.com oatleyelectronics.com alltronics.com altronics.com.au jedmicro.com.au dontronics.com olimex.com sunrom.com smileymicros.com austriamicrosystems.com pcbcart.com arrownac.com - This was hard to find. A 'secret' portal for special components (ie. special Maxim chips)
Anyway, I'll probably get flamed for posting advertising or something, but after a fair time on the net thought I might share them as possibly useful links. Please feel free to add any good places you've found.