SparkFun – One of the great hobbyist electronic shops, based in Colorado.
Adafruit – Another great hobbyist shop, based in New York (yay fast shipping for me!)
Pololu – Large focus on robotics. Remember, robotics = animatronics! Nevada.
Little Bird Electronics – Australian distributor of SparkFun, Pololu, Raspberry Pi, as well as many other parts.
HobbyKing (suggested by mBlade)- R/C stuff, batteries, wiring, power supplies (UBEC’s) more. Ships worldwide, list of warehouses.
Parts – Full Line Suppliers
DigiKey – Pretty much the ultimate source with millions of parts. Based in Minnesota; ships worldwide. Best of all, if you only need a few small parts shipping in the USA via first-class mail is only $3.39 as of July 2017.
Mouser – another large supplier. I find they tend to have electromechnical items not available elsewhere. Texas.
Newark – Part of the Element 14 group. Between DigiKey, Mouser, and Newark you should be able to find just about any part.
Parts – Limited Line Suppliers
Jameco – if you’re a beginner and find the shops above overwhelming, try Jameco. Their online search is so-so, but their downloadable catalog and printed catalog are excellent for beginners. Rather than offering millions of parts, they list a smaller selection of the most common parts. I still order from Jameco from time to time, mostly wire or some odd parts.
JDR Computer Products – If you’re overwhlemed even by Jameco, try this shop. They sell only the most common parts.
Parts – Elsewhere
Farnell – UK source
Element 14 – Australia source
Unlike the large parts suppliers, it’s fun to browse through these catalogs. Try to get a printed one or download them.
Marlin P. Jones & Associates – Florida
All Electronics – California
HSC / Halted – Silicon Valley. Around the beginning of August 2018 I heard they might be closing but as of Aug. 15, 2018, the website is still active and I can’t find any information that they’re closing.
Techni-Tool – One of the major suppliers of brand-name soldering equipment and supplies.
Hisco – Formerly HMC Electronics. Haven’t bought from them.
TEquipment – Scopes, meters. Jersey shore! (okay, the north end of the shore in Central New Jersey)
Saelig – Scopes, meters, also carries parts. New York.
MCM Electronics – A lot of A/V stuff but also has deals on test equipment. Ohio.
Parts Express – Focused mainly on A/V and speaker building, they do have a lot of general electronics parts as well. Might be a good source for wire? Ohio as well.
American Science and Surplus – Though they no longer carry portable holes, they do have some interesting stuff.
Scientifics – One half of the former Edmund Scientifics. Mostly educational toys now, but still worth knowing about.
Edmund Optics – The other half of the former Edmund Scientific. All sorts of optical items.
Fry’s Electronics – None in the East, yet.
Micro Center – Primarily a computer store, but they do carry some electronics as well.
Your local hobby shop – If they carry an R/C line, you can get wiring, servos, and possibly more stuff there.
Home Depot. Lowes. True Value. Ace. – Need thicker wire? A cheap soldering iron, now? Wire cutters? Nuts and bolts? Try hitting up your local hardware store! I used to bring a project-in-progress to my local True Value store and rummage through the drawers for screws and washers. They didn’t mind at all. Though, I’ve gotten away with that at Home Depot as well.
Far East direct
AliExpress – Need 1000 LED’s, cheap? Order direct from China. Shipping will take a few weeks, and I don’t know what will happen with customs on large orders…
Amazon – if you know what you’re looking for
eBay – if you really know what you’re looking for. Also an alternate way to get stuff direct from China. Sometimes you’ll find U.S.-based sellers with the same products as from China, so they’re effectively taking care of the importation for you.