These are all sites I personally have used in the past, and have had excellent results with.
Maker Sites
Adafruit Seeed Studio Spark Fun Maker Shed Ponoko
Cables
Monoprice
Electronics Components
Jameco Digikey Mouser
Computer Sites
Newegg Frys Tiger Direct PC Part Picker
Suggested by Friends
Sites here I haven't personally used yet, but were recommended.
Surplus Gizmos Element 14 Allied Electronics Newark Electronics The Big Bearing Store O-Rings USA McMaster-Carr Grainger Motion Industries Amazon Supply