We usually order from [http://digikey.com DigiKey] (free shipping, fairly cheap) or [http://www.futureelectronics.com Future Electronics] ($50 shipping, very cheap). [http://mouser.com Mouser] also ships free above 80 CHF.
http://www.taydaelectronics.com/ ebay like prices in centralised store
Because DigiKey and Future carry different parts, it is not easy to do a cheap order with exactly one part, because sometimes alternative parts exist in the other store that are cheaper.