I'm at my local Jaycar nearly every other week, but they have captured the market now. Most stores provide great service and advice but can be pricey with some items, although a few components here and there are only a few dollars of course.

If prepared to wait a little while and need something more exotic (and you know exactly what you want), purchasing from element14 is cheaper. If not in a hurry, I even look to eBay for components usually coming from Hong Kong. They always arrive, usually under 2 weeks. Sometimes you'll find the exact item Jaycar offers for a fraction of the price from HK.