Depends on the part.
For Resistors, try ebay or mouser. I got 3000 resistors this past summer from Hong Kong. I was able to select 60 batches of 50 resistors from a list of available values. It didn't get me every value, and the guy who sent them to me made some mistakes, but it sure fleshed out my resistor stash. I think it was 20 bucks including shipping to Canada, so it was like 2/3 a cent per resistor, which is pretty dang cheap considering a resistor from Smallbear is 20 cents each. To flesh out my stash I've bought batches of 200 from smallbear, Mouser and local shops. There's a place in Vancouver that sells batches of 100 for 1.95, which is cheaper than average.
For Film Caps I usually recommend Smallbear. The Topmay film caps are wonderful to work with, and relatively cheap. I think when I got a full cap stash (bags of 100 in every value) I bought about 200 dollars worth of caps. I paid about 8 cents per film cap then, with some being 10 cents a cap and some being 12 or 14 (the 1uF type). I've also bought bunches of caps from mouser, esepecially if it's a value Smallbear didn't supply. I've also bought bags of 100 of the red panasonic caps from smallbear. Also good value.
For Electrolytic I recommend Mouser. They're the cheapest there from my experience. You can also get good grab bags on ebay that will have 5-20 of various values between 1uF and 1000uF. I've done that a couple times.
I usually get sockets from smallbear whenever I get an order from them. They're pricy at about 55 cents for the 8 pin and a buck for the 16pins, but they're worth it IMHO.
I get LED's on ebay, diodes from mouser, smallbear and ebay, and I get IC's from smallbear/ppp/mouser/etc - wherever I need to.
I've also bought stuff from Mammoth. They seem like a great place to get certain things like jacks, switches, IC's and some other stuff. I've also gotten resistors from them and they seemed to do pretty well. I've heard some complaints about them, and I was admittedly pretty skeptical of them because they kinda appeared on the scene and were undercutting both smallbear and PPP. Turns out that the parts they're supplying are cheaper, and you pay for what you get. Sometimes it's worth it to pay a little more for Cliff switches and switchcraft jacks. Sometimes you can just get by with the cheap stuff.
Remember to add in shipping when you're calculating your part values. 2/3 of a cent per resistor INCLUDES shipping. if it were just the 9 bucks for 3000 resistors... well, .3 cents per resistor sounds better than .66 cents, but it's not reality.
Jacob
