It really depends what you're looking for. Sometimes it's easier to buy local, other times online vendors are the way to go.
Local (Vancouver/PDX):
Woody's 4x4: They can get you pretty much anything you need. I use them for the really odd parts (U-Bolts, TRE's, CB Supplies, etc).
Central 4wd: Similar to Woody's, but across the river.
Driveline Tech: The only place I go for drive train related parts (U-joints, yokes, and drive lines)
KNA Offroad: Gear Setups
4WheelParts: Only if I have to
Online:
FullsizeXJ Gear
Northridge 4x4
Ruffstuff Specialties
Rustys Offroad
Rubicon Express
Check out most of the

sponsors
here, and our NWC vendors
here. I'm sure I'm forgetting some, but that's a good start. Research what you're looking for, and you'll start to see some specific vendors mentioned too.