There's Canadians who mention 2 places at least, DigiKey might have a place in Canada. You could start a thread down in Bar Sport asking. Or you can find the purchase thread and skim through 19 pages of that, there's lots of parts sources mentioned.http://arduino.cc/forum/index.php/topic,91399.0.html
I rarely do eBay. Allelectronics, Mouser, DigiKey, and many others are parts houses and they do sell pretty much worldwide. Allelectronics is kind of a salvage and overstock place with some strange items, an interesting catalog and decent prices, Mouser and DigiKey are full-service new parts. I got 4 328P-PU chips (Arduino UNO chip) for only US$2.08 ea from Mouser just last week which really ain't bad. And they have nice catalogs too.
EBay.... a good place to buy things you're not sure of but occasionally you can turn up gold. Focalist calls it bottom-feeding and comes up with some real winners.