E-bay, for "common" things. For everything else, you need to get a list together and shop around - there are many great online surplus retailers out there, and some manufacturers will sell direct (in fact, there are a few chinese manufacturers that sell direct - even in 1-2s quantities - but generally only things like LCDs and motors).
Ultimately, the best deal will come from getting a large enough list of items together, then shopping around for the best deal (and breaking the order up if need be). This takes time, and can be a slog, but you might find it interesting to see what different places mark up the same item. A spreadsheet is handy for this task.
