Places to buy Arduino stuff

Hacktronics
http://www.hacktronics.com/
Stuff comes really fast.  I bought originally through Amazon.  Got all my arduinos through them so far.

Sparkfun
http://www.sparkfun.com/commerce/categories.php
Haven't bought anything from them yet, but they have a lot of stuff.

Adafruit
http://www.adafruit.com/
Super chip proto shields.  Bought a couple, waiting to see how fast them come.

Digikey
http://www.digikey.com/
Defacto parts site.  Stuff comes fast.  Gotta pay a shipping charge, so best to combine into larger orders.  You have to know what you want, our creep through a catalog.  They have so much stuff that you can't find whachamacalits.  Gotta know the name.
Bought all my LCD displays, protoboards, connectors, etc from here

BatchPCB
Haven't tried them yet, but this is how to make your own boards.
http://batchpcb.com/index.php/Products

And of course Amazon.com shouldn't be forgotten.  Stuff comes fast, and you have some guarantee to back it up.

Ebay is worth looking at.  Watch out for all the Chinese Arduinos and ethernet boards, etc.  See my other post.  Never got those to work.  Plus i feel a little better sending my money to Italy to the Arduino developers by buying an authentic Arduino.    You will never see you money again if the Chinese ones don't work.  However you can get parts here from other hobbists.  Dont be afraid, Ebay is reliable.