eBay. If you want Radio Shack components, search for them on eBay by RS part number. They're often cheaper than RS stores and website and have free shipping from the US. Otherwise, I still buy a lot of items on eBay from Chinese vendors for even less. Just depends on what you're looking for.
Also Jameco and Digi-key. There are lots of specialty vendors for Arduino, Raspberry Pi, etc.
I often end up at Mouser because their selection is very large, comparison tool is fast and fairly intuitive, prices are fair, spec sheets are usually available, and shipping is cheap and fast. But they list lots of stuff that they don't have in stock right now, so check quantities on-hand. They answer the phone if you need some hand-holding.