Parts
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Mouser - advanced parts
Digikey - advanced parts
Jameco - basic parts
Pololu - basic robot parts
RadioShack - simple parts
All Electronics - basic parts
Robot Store - basic parts
Hobby Engineering - basic parts
Vexlabs - robot parts
Erector-sets - handy toys
Ace Hardware - hardware
Small Parts, Inc. - great resource for little parts...
Solar Botics - robot parts
Micro Motors - small motors
Grainger Industrial Supply
SDP
Jetpress
Lynxmotion

Microcontrollers Manufacturers
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Microchip - PIC Microcontrollers
Atmel - AVR Microcontrollers
Parallax - BASIC Stamp Microcontroller Modules

Electronic Learning
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Arduino - Open Source Micro Controllers
Tom Igoe's Physical Computing Page