Note: After years of ordering, most of my orders go to Mouser. Their service is great and I've rarely had a problem. Future Electronics is good for overseas and mainland US orders. They have impressive packaging! Radioshack.com is very good as well. Small Bear is kicking butt and may become the place to order practically everything from soon.
If you are looking to make a few specific circuits only, then make a list of the components and then order the specific values fromthe supplier. If you are looking to make a wide variety of projects, then consider buying in bulk and purchasing commonly used values. I list some commonly used values that I have come across when building these circuits. I also list the formulas so you can make other values from the existing values.
Go the the Electronic Suppliers links below and sign up for their free catalogs.
Mark Vitek has
started a list as well, check it out.
Jake Nagy has a great list too!
Here's another great site from Todd!
These electronic suppliers are at the top of my list because most of them ship US MAIL! Affordable when you live in Hawaii.
Mouser - Just plain good service, reasonable prices and quality components. They ship any way you want. All parts are bagged and marked, even singles!
Future Electronics This huge company has no minimum order and ships fast and professionally packages their products. The largest selection of transistors I have ever seen in one place! They are a good choice if you are overseas since they are a global company. They stopped shipping USPS though :-(
R.G. Keen's GEO page - What can I say? GREAT service, fast service, hard-to-find parts, cool schematics, PCB's, boxes. R.G. has great documentation and you can order by credit card now!!!
Small Bear Electronics Incredible service, good prices - a great service for the DIY community. Watch this company - lots of stuff here.
MCM Electronics MCM has the "Heavy Duty Push Button" part number AR70736 for $2.49! This is a DPDT footswitch that works ok for effect pedals. There has been reports of problems with the earlier stock of these switches, actually all of mine have failed now.... :-( They might be good for bedroom use and if you know you have to replace them after a while.
Hosfelt Cheap multimeters, jacks and other things.
Jameco - Good prices. The parts come packaged but unmarked unfortunately. So you have to break out your meter and figure out your resistor values and also your capacitor values. Here are some reasonable items you can order from them:
1/4 watt Carbon Film Resistors (+/- 5%) $1.19 per 100. Not as good value as Mouse but if you don't need 200, this 100 a bag is another alternative.
18/20/22 AWG Stranded Hook-up Wire, only $3.49 for 100 feet.
Die Cast Aluminum Enclosures Part No. 11965 4.7" x 2.4" x 1.6" $4.49 each for 10.
Capacitors are low priced as well.
I do not recommend the MPF102 FETs from Jameco, they do not distort and the biasing is way off from the Radio Shack FETs.
Radioshack.com I like their J201 FETs and their film caps.
Audio Lab of Georgia This place looks interesting. No minimum - reasonable shipping.
Justin Philpott's site is taking orders for parts! Check out his prices.
DigiKey Good service but minimum order.
Parts Express - Cool stuff.
Micro Mark - Small, useful tools.
Electronix Express - Their catalog looks great! Good selection of transistors, FETs too! They guarantee their prices!
JDR Great place!
Check out the usual web pages listed above for substitutions for transistors; lots of times suggested substitutions will be right on the schematic. I have had generally good luck simply going down to my local electronics place (IC Supply in Honolulu, HI) and asking them for replacement parts. However, NTE Inc's search page has most transistors replacements. I have used their transistors to substitute for the "real" ones when necessary.
As a general rule, purchasing the NTE equivalent transistor will cost you more because of the packaging. The packaging at my local store adds as much as 50 cents compared to the same transistor without packaging. However, if you don't know the pinout of the transistor, sometimes the packaging is worth it.