It will depend on the item.
I used to buy from bit UK retailers (Ribble, Wiggle, etc), but they no longer ship Shimano or SRAM parts to the USA, so that limits them a bit. Still I'd look at them for tires or tubes or such.
bike-discount.de would be my source for Wippermann chains or Bosch electronics. Generator parts?
Some things would be whoever popped up with a web search.
And, I've bought cassettes off of E-Bay. Sometimes even lightly used cassettes.