I'm a basement hacker. I don't have a lot of money lying around to be able to spend on numerous components and measurement devices that I cannot see an immediate need for. Thus I'm always on the lookout to find really cheap stuff, when I'm not building it myself. Ebay has proved to be an excellent source of cheap bits. One such example is a pair of wireless components. If you've seen my senior capstone project, I'm plugging myself a lot tonight, you'd know that I used such a pair of devices to communicate between components. The pair of transmitter and receiver cost about $9. On Ebay, I found both for under $2, with free shipping. There are all sorts of other great components out there as well, from IC's to sensors.
My point is this. If you're looking to get some parts, yes, DigiKey, Mouser, and SparkFun, are all great places to shop. However, if you're willing to spend a little more time shopping around, there may be some better deals.