In general your main options for shopping are the local electronics store, auction websites like eBay, and online based electronics stores. All these avenues have their own benefits to bring to the table, but only one can be the best way to shop for spare parts.
Local Electronics Stores
Local stores are great because if they have what you need, you can purchase it right there and be on your way. There will usually be an electronic parts store in every neighborhood, so you are likely to find one right near your house. Yet, the problem with the local vendors is that they usually won't be able to give you the best deal on a part. They usually purchase limited amount of stock, so they can't pass on a large savings to you. This limited stock issue also means that it is common for them to be out of the item you need. As a general rule, you should call your local store, see if they have the part, and find out how much it costs. If it's within your range and you need the part fast, it will be worth buying.
eBay has been a great way for people to save money on all sorts of items, ranging from household items to cars. Using an auction site, you have the possibility of saving a lot of money on spare parts. Even the "buy it now" price may be less than what the local store is quoting, so using eBay can end up saving you money. However, the main downside is that you are not dealing with trusted professionals. While eBay does allow users to rate sellers on past experience, you still don't know if you're going to be the unlucky shopper that gets duped and has to fight for your money back. In terms of fragile electronic parts, it really may be worth sticking to a reliable source, rather than saving a dollar or two.