I previously wrote about Tayda Electronics, and their amazing prices on basic components. Just to try, I put in a small order, and it arrived by air less than two weeks later. The fact that you can order single components for the price of $0.01 is pretty amazing. Furthermore, they take the time and effort to put each type of item in its own little bag with a clear label. (As opposed to DealExtreme, which tend to lump things together and unlabelled.)
Mostly for my own reference, here's the things I picked up. Some basic stuff, but most interesting was the MAX7219 LED segment driver for only $1.25. I'll be using that in a project to control 64 LEDs, and hope to write about that shortly.