Here is a list of stores I usually buy electronics components from:
Jameco. Good deals on lots of passive parts, specifically resistors and capacitors. No minimum order (that I know of). Good shipping. I also like the organization of components on their site.
Digikey. Fast processing and shipping, but if your order totals up to be under $25, they charge a $5 handling fee. They usually have everything you could want, including a good selection of microcontrollers. You can also chat live with a tech support representative and quickly find the part you need.
Mouser. Whenever I search for a particular item, the first few items of the first page has it in stock, then I see about 5-6 pages of non-stocked items. This is annoying, and I haven’t figured out how you can search for in stock items only (in digikey you obviously can). However Mouser has no minimum order, and good shipping.
All Electronics. Lots of interesting and wierd stuff. Poor search engine, but very good prices and good shipping.
Spark Fun Electronics. Great place, highly recommended. Great shipping, and an excellent selection of exotic chips and boards. They sell Olimex development boards and tools, which are commonly used by the electronic hobbyists. Overpriced for the components you would usually buy at Digikey, Mouser, or Jameco.
Microcontroller Shop. They have good shipping, and it seems they ship next business day (was for me at least). But, I had a pretty insulting experience with their support, and for that reason I will not bother with them anymore.
Here is a list of companies I know you can sample from, and my comments on them:
A good rule of thumb is to be honest about the project and not ask for memory products.