Recently in electronic parts + Category

http://casperelectronics.com/

You can search the purchasable things on here, as well as look at a few tutorials and downloadable modulators. He also has many links and contacts that may prove useful. Really helpful, are all his notes and information about specific pedals, toys, etc. in the "finished pieces" tab.

LOCAL:

Ax-Man surplus store is like no other. You can find things electronic: wire, leds, motors, switches, buzzers, etc and things non-electronic as well.

AX-MAN SURPLUS
1639 University Ave.
St. Paul, MN 55104
Tel:(651)646-8653

ONLINE:

..... surplus stuff aka cheaper
Electronic Goldmine - the name says it all.

.....new stuff

Adafruit Industries

Spark Fun