Here are the sources I've used, and so far, no complaints! I reguarly visit these sites to check for new products and get ideas for solutions to challenging design problems.
First, I like to shop locally and support local business, so Solarbotics gets a shout out. I've bought everything from the smallest electronic components to plastics to Arduinos there, as well as the Rover 5 base. They have an interesting blog, too, so it's worth checking out regularly even if you aren't shopping for anything specific.
If I can't shop locally, my next stop is robotshop.ca - it's the same as robotshop.com, but they ship out of Canada, so yay - no duties or customs delays. They have everything from motors to diodes and everything in between, and they also stock items from some of the US manufacturers like adafruit and sparkfun, which leads to the two US vendors of gizmos and widgets I like most:
Adafruit - gets a nod for a well thought out combination of products that work well together, so their product list isn't overwhelming. They recently added a CNC section and I was very tempted to create my own 3D printer. They also take time to explain how things work, and then produce really nice integrated products like their GPS modules.
Sparkfun - they have a New Product Fridays video that is always informative, and they do their own runs of breakout boards and other gizmos there on custom PCBs. Great stuff, and the comments section of the product pages is a great place to read about the good, bad, and ugly of using some of the components in your projects.
ServoCity has products that could only be described as LEGO for grown-ups. I think they started offering parts for prototyping designs from their parent company that does custom robot and automated manufacturing work. They have really solid looking camera pan-and-tilt kits, which I may look into later, as I have a manual camera slider that I've been meaning to turn into a motorized timelapse/slider combo. Their aluminum channel is probably the coolest thing I've ever seen for building small, light, but rugged robot chassis out of.
I haven't placed the order yet, but the motors for the 6 wheel rover are from a place called SuperDroid Robots. If you're thinking about serious combat or heavy robots, this is the place to go.
High Altitude Ballooning
I have no experience with them, but http://www.hoskin.ca/ seems like the real deal.