Recommended Bookmark: McMaster-Carr
About 10 years ago, I lived in the suburbs of Chicago. A few of my friends worked at McMaster-Carr supply company. I'd sometimes hitch one of them a ride to work... their location was a huge warehouse just off an access road off of the Tri-State tollway. My buddy would often snag some small items he discovered while working there. It seems that MAKE Magazine has been singing the praises of the McMaster-Carr catalog as well (two specific mentions in MAKE's six-issue history).
McMaster-Carr primarily deals with commercial/industrial supply. If you need a specific color of eletrical cord trip cover, McMaster-Carr probably has it. If you need a specific type of foam-rubber insulation, they probably have that too. Everything such as hand tools, adhesives, and electrical components can be bought from McMaster-Carr.
If you're a hobbyist, someone who 'tinkers', or someone who likes to make stuff, I recommend bookmarking their website. Traditionally, they don't offer their enormous catalog to individuals. If you can obtain one by other means, consider yourself lucky.