I just ordered a few parts in bulk, mainly just resistors, caps and some common transistors. I looked through a few schematics I am interested in making and went from there.
Components end up much cheaper I must say!
For other parts like jacks, pots, etc - unless you are buying from one of the DIY stores (Arons, smallbear, etc) I would just buy a few units first to make sure the parts you are sourcing are good enough quality and exactly what you need before ordering in bulk. But thats coz I'm a newbie and just dont wanna waste my money!