Adafruit, Sparkfun, Pololu, Seeed Studios, Leaf Labs Also see Mouser, Digikey, Allied, et al http://leaflabs.com/distributors/ Radio Shack carries Arduino now, some do anyway. My personal favorite is Adafruit because this one time, I whined to her about her webform not accepting my [email protected] and she fixed it and wrote me back in like five minutes, no joke. I do not know her personally and that was the first time I had ordered anything from her.

tl;dr Limor Fried is a bad ass, buy things from her store.