I’ve been meaning to post this for a while now 🙂

Electronics vendors:
Digikey (Excellent search function, expensive but very good pictures, lots of products too)
Mouser (lots of what digikey has but no pictures! Great for Delphi / Amphenol connectors)
Newark (bigger weirder stuff, careful some stuff ships from Farnell in the UK)
Jameco (Search is terrible, but if you can’t find it anywhere else. . .)
Allied Electronics (Cheap amphenol. . .)
Waytek (cheap for bulk connectors and wire, next day shipping)

Arduino:
Adafruit (cheap and usually has what I need, I’d rather pay a little more to support a still growing startup)
Sparkfun (expensive but a good one-stop-shop)

Electronics Surplus:
All Electronics

China Direct Electronics:
Futurlec (Cheap, good customer support, responsive, shipping takes a while – as indicated up front)
Deal Extreme (holy cheap, lots of people on eBay/discount stores are buying and drop shipping from them)
Sure Electronics (Lots of great cheap parts, you have to add them to your cart and check shipping after each item though, they’re making up some of their costs by charging shipping for each item – I received everything 3rd day after I ordered it though, which is amazing)
MPJA Ships from Florida, cheapest breadboard prices I’ve ever seen, not sure about anything else.

Materials:
McMaster-Carr (Expensive, ships quick, stocks a lot, great pictures/details on products, search rocks)
Grainger (Search sucks, plumbing stuff/etc much cheaper than McMaster, if you can find anything. . .)
MSC Direct (Tooling, industrial consumables)

Tools
Harbor Freight (If you’re on a budget you can’t get better than HF tools, but make sure you read the reviews)