First, I already have a list here. Since that list contains both new and surplus, I posted this above those subforums.
As I have moved from mostly electronic hardware development to more shop and physics kinds of things, I must say that McMaster-Carr has become a superstar vendor to us. Many times we've made an order at 4:30 PM one day and gotten it by 10:30 AM the next -- and I live in a place where the nearest stoplight is over 10 miles away, on twisty roads. Just unbelievable. We have an open account with them, and they give you a little off if you pay fast - a nice deal.
They just don't seem to stock anything that really stinks. I've even bought vacuum pumps and cheap digital cameras there without even knowing what brand or type they'd ship, and been happy. There are other people in their business, maybe some are cheaper sometimes, dunno. I just never looked hard after experiencing their level of quality and service. My time is valuable to me, and since I often have paid help here -- just add up what that costs one to wait for something while everyone sits around.
For electronics parts, I often use DigiKey for a few reasons. For one thing, their service rivals McMaster's, and for another they have a kind of total care system for engineers. This meaning that if you design from parts you can get there -- your design isn't suddenly going to be obsolete and un-buildable due to not being able to get the right parts anymore, and if some part is about to go away, they send email to warn you so you have time to figure out what to do. Just absolutely top shelf, these guys and gals (and it's fun to talk with people who all sound like they are from Lake Woebegone and make jokes using the phonetic alphabet).
It is also a good place to go and get data sheets from, which is useful long before you lock a design into particular components.