BrickLink: Your MEGA Resource For LEGO Parts
BrickLink is the Craigslist/Ebay/master aggregator of all LEGO commerce on the web. (Almost 100 million products currently for sale!)
"Thousands of private Lego resellers from around the world have shops there selling kits, manuals, and individual elements indexed by official Lego catalog number. If you're sourcing parts for a particular model, you still have to do some manual legwork running down the particular combination of BrickLink sellers that optimize price, availability, seller location, seller minimum order values, and so forth for the items on your list..."