Olimex PCB manufcaturer that produces custom PCBs and is used as a production partner for several open source projects (OpenEEG for example). They design their own stuff too. I have ordered from them.
USA
Sparkfun One of the most well known shops. Designs their own breakout boards and other stuff. I have ordered from them.
Maker shed general DIY. They design some of their own stuff too.
Seedstudio designs a lot of their own stuff. Arduino derivates (seeduino) etc.
Liquidware open source electronics designer. Arduino & Beagleboard shields etc.
Robot marketplace Largest robotics component shop there is. Has lots of non-std. stuff like different kinds of large wheels, motors and controllers for more powerful robots.