I tend to be less forgiving. If a vendor sends me stuff in a single unlabeled bag, and did not list that it was a grab bag, I will not buy from them after that. I could possibly understand if it was just resistors or capacitors, where you have to use the color codes (though I prefer to have capacitors properly labeled, since I am slightly color blind, and I have had troubles telling some resistor bands apart.
I have been impressed by dipmicro.com, adafruit.com, sparkfun.com, pololu.com, and robotshop.com that do label all of their components, and have data sheets for just about every part. In the case of adafruit.com and sparkfun.com, they also have example code. So, I tend to go back to vendors that go the extra step, even if they are slightly more expensive. If they are much more expensive, then I have to weigh the pros and cons of where I buy.
I do have Ebay vendors that I return to quite often for the same reasons. I use Digikey for the rare parts, love their shipping times. As well as Sparkfun. I use Sparkfun because of their open source and customer service. I like keeping businesses like that working.