For any good electronics project, you will need components in order to, well, have something to build from. Here are a few of the places that I use and their pros and cons.
My current favorite place is an online store called Digikey that has a tremendous selection of components and a catalog the size of a large phone book. Their prices are reasonable and their shipping is quick – the only caveat on the shipping is that I recently had some trouble with USPS, and was told by the (very helpful) customer service representative that they prefer that people use UPS Ground since it is insured and trackable.
Another place that I occasionally use is Radio Shack. They have a slim selection of (often expensive) parts but are local and good for getting what is needed in a pinch. I would suggest buying bulk packs of resistors and capacitors if only a specific value is needed so that the individual piece is cheaper and so that you have a nice selection of parts for future projects. Believe me, it’s always good to have more parts than you think you’ll ever need – chances are you’ll be working on finishing up a circuit late at night and run into a need for some obscure part.
Another online store that I used to use is Futurlec. I say used to use, because while their prices are great and their selection is quite decent, the shipping time is quite long (often more than a month). This alone wasn’t such a big deal, but their customer service has seemed to have gone downhill in the last couple of years. I’ve had some triacs backordered since August. Of 2004. Service has not been very helpful in getting this resolved even after several attempts. This could, of course, be an isolated incident so you might try them if you want – when I first started using them they were pretty good.
I’ve also heard good things, but never purchased from, another online store - Mouser. Since I’ve never actually used them, I can’t give a recommendation from personal experience, but they sound pretty good. Along this vein, some others that I haven’t tried but that look good are Jameco and Sparkfun which has a nice collection of tutorials to help give some ideas. One advantage to using Sparkfun’s tutorials is that they often have the specific parts you need to do them in their online store. Some advertising!
Give these sites a try, get a good anti-static drawer parts organizer, and flesh out your collection of parts so you can get your projects going in the future. Nothing helps more than having what you actually need so you don’t have to try to hack something together to finish a project when you just don’t want to wait to get the part you need.