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http://www.robot-italy.com/ (Italy) reseller of Sparkfun, Olimex, Arduino stuff etc. I have ordered from them.

http://www.watterott.com/en/Components/ (Germany) Seems to be nice and cheap.

http://www.cooking-hacks.com/ Libeliums DIY shop. They design their own stuff too.

http://www.paeae.com/ (Finland) Mainly Arduino stuff, not much to choose from, but located close to where I live.

http://www.hwkitchen.com/

http://www.active-robots.com/ (UK) good selection of robotics components. I have ordered from them.

http://www.robot-electronics.co.uk

http://www.technobots.co.uk/

http://robotbirds.com/ anything at the intersection of robotics & flying (UK)

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.

http://www.sparkfun.com/ One of the best online shops, designs own breakout boards and other stuff. I have ordered from them.

http://www.makershed.com/?Click=19208 general DIY. They design some of their own stuff too.

http://www.robotmarketplace.com/store.html Largest robotics component shop there is.

YEInt

Elfa

Oomipood

http://www.serigo.ee/ very cheap local e-shop.

ITTgroup Local dealer of Arduino and similar things.