Inventory in A10 — a guide to what is on the shelves
Octopart — a search engine for components
Sparkfun — they have everything, but read the comments to see if a component is Arduino friendly.
Adafruit — has almost everything, great tutorials, and shipping from NYC to PGH is pretty cheap
Electronic Goldmine — all sorts of inexpensive stuff (junk?) that you really don’t need but hey, a Geiger counter? Why not?