I would buy their own designs on their site but leave the hardware (nuts bolts headers buttons etc) to local ACE or cheaper places.
All those cheap parts are made in China. I am not concerned that if I don't buy expensive headers from SFE or Mouser, someone in the US will lose their jobs. A job created by selling overpriced items is not that secure anyway. But I do applaud the quality of SFE stuff and their own designs. I bought most my expensive toys from them, GPS, etc.