Here are some good links to suppliers and other interesting things that I've found helpful when building projects:
Host-ed.net - Free web hosting with MySql and php support. Does not require advertising to be placed on page.
McMaster Carr - Industrial supply house that can supply pretty much all hardware needs (think metal, plastic, springs, linear actuators, etc.) Hands down the best place to find this stuff and extremely fast shipping at reasonable rates.
Digikey - Supplier of electrical components. Most projects can be completely sourced from here.
Mouser - Supplier of electical components. Selection and interface is not as good as Digikey (in my opinion), but still pretty decent.
Make Magazine - Great source of inspiration as well as tips and tricks. High quality publication that makes a good reference library.
Shapeways - 3D printing company that will print small orders ($25 minimum). Very user friendly interface and you get your stuff back within two weeks. Models can be designed with Blender (see below).
Ponoko - 2-D printing of plastics and plywood.
Blender - Free 3d modeling/animation software with a large online community. Plenty of online forums and support to get you started and teach tricks of the trade. Models can be exported in .stl format and uploaded to Shapeways for printing.
RedEyeOnDemand - Another 3D printing company that can produce models out of ABS plastic. Minimum order is $150, and I have not used them so cannot attest to their services.
Vex Robotics - Supplies robot related items such as gears, tank treads, and motors.
All Electronics - Good source for inexpensive project parts, including motors sensors, and switches.
Marlin P. Jones & Associates - Good source for inexpensive project parts including motors, power supplies, and assorted other items.
Make sure you check out my projects:
USB Serial Communication using the Microchip MCP2200 - Interfacing microcontrollers with a computer using this cheap chip.
Interfacing a PCM1725 to a PIC16F690 - Adding audio to a project by interfacing a PCM1725 DAC to a PIC16F690.
Using the Avago ADNS-2610 Sensor - Programming an optical sensor from an optical mouse.
USB Communications using the PIC18F4550 - Programming a microcontroller to communicate with a computer via the USB port
Interfacing to Microcontrollers to SD Cards - Accessing files stored on SD Cards in FAT16 format via the SPI module in a microcontroller
Building Electronic Drums - How to construct electronic drums using piezo sensors
Circuit Archive - If you are looking for other sample circuits for various uses and components, this is the place for you.
Component List - If you are looking for suppliers for different project components, I've compiled some good ones here.