Supplier
Even if you can find the perfect part, sometimes you can't find anyone who is willing to sell you one. Here is some information on suppliers.
Giant Catalogs
These guys have huge catalogs and an immense selection of parts, yet are still willing to sell things in onseies-and-twosies to hobbyists who can't claim to be prototyping something that'll sell a million units next year. Digi-Key actually got its start in the ham radio market, selling digital keyers.
I (Wiml) find that Digi-Key is the place to go for digital stuff, microcontrollers, and the like. For discretes and analog parts, Mouser is usually cheaper and has a better selection. Neither company has a minimum order, but of course they do have shipping and handling fees which make small orders impractical.
I, myself (who?) appear to have found that Jameco is good for small quantities of a fairly common part. They don't have anything surface mount, though. For that stuff, I had to go to Digi-Key. I called up Digi-Key to see if I could alter an order I had just placed before it got fulfilled. My order was already far enough along that they couldn't stop it. I believe the phrase was "too far gone". That speaks well of their order fulfillment process. I hear Mouser should be in there too, but I've never had a compelling reason to use them.
Mid-size Suppliers
Jameco's catalogs have been getting fatter recently and their prices are good for common parts.
Radio Shack is a joke. So is X-10.
Pricewatch is good for locating certain computer gear at its version of the best price. Froogle is sort of the same thing, but without the seedy side filtered out.
Smaller and niche suppliers
All Electronics Corp. needs to even out their stuff a bit. Either specialize in a few types of parts or be more even across the board. Spark Fun Electronics appears to be trying to do it right. It is still weird that I can't just order a bunch of 0603 resistors from them. Seems like a no-brainer.
Alltronics is similar to All Electronics in what they carry. Fairly sure they're different companies with annoyingly similar names.
Surplus Sales (http://www.surplussales.com/) more exotic surplus parts.
Surplus Shed (http://www.surplusshed.com/) carries a some electronics and lots of optics. (Prisms, microscopes, etc)
Comments
I want to see some competition in the micro dev/app board market. I just paid approximately 34.95 + its share of the shipping for a 32 bit ARM microcontroller on a PCB and with a USB device port on one end and a series of header sockets on the other. If that is considered cheap, then this is never going to take off.
I realize that other authors will have different opinions than I, and that this entry is probably not going to remain as it is for long. Come on, everybody. These comments do not reflect the opinions of Open Circuits. They are only my own. Add yours.
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I've had great experiences with Mouser and Jameco for smallish orders (<$200). I've also had several good experiences with SparkFun. I now avoid Fry's. In addition to their horrible return policies, their stock is very random and prices aren't very good.