Surplus:
All Electronics
BG Micro
Electronics Goldmine
eBay (assorted delaers)
New and Branded:
Mouser
Digikey
Jameco (at least, they're trying. Last time I bought from them they were still mainly surplus)
Mouser has been edging out digikey recently, if only because they let you sort search results by price... Both Mouser and Digikey have really nice search capabilities.