where i've been going
for general electronic parts:
www.allelectronics.com
for cheap, simple oscillator kits:
http://store.qkits.com/moreinfo.cfm/QK23
for an idea of what you can do with just a few oscillators:
http://www.kingcapitolpunishment.com/utopiasynth.html
for good discussion about building, bending, and so on:
http://www.noiseguide.com/board/viewforum.php?f=2
i've also been to abc electronics in town here in the warehouse district on diane's recommendation, and while i didn't buy anything, it was a fun time.