I have purchased online from both Jaycar and Altronics (and have a choice of local Jaycar stores)

http://www.jaycar.com.au/index.asp

http://www.altronics.com.au/

You can also try:

http://australia.rs-online.com/web/

http://www.futurlec.com.au/Components.jsp

http://au.element14.com/

. . . and many of the internationals will ship to Australia