Check the big guys for local distribution sites:
Arrow, Gerber, Newark, Digikey, Mouser, etc.
I think internet & overnight delivery kinda killed off the local little guys, too many parts to try & stock them anymore.
Dipmicro.com has very good prices for small qtys, pololu.com has good selection of header type parts and board-to-board/panel parts, gravitech.us is another with good prices on arduino boards & other parts.
Lots of surplus sites selling good parts, need to browse around & see what they have: mpja.com, surplussales.com, futurlec.com
Might try these guys too for parts http://www.thetubecenter.com/