McMaster-Carr
Now we just need to find another company that has the same stuff as McMaster-Carr, and will ship internationally. I've been searching for a while, since I never liked the fact that McMaster-Carr only shipped with couriers, not with US Postal. US Postal is *much* cheaper for me, and about the same speed, due to the processing differences on this end.
Local suppliers here are a waste of time, except for some electrical stuff.
I've been buying some stuff directly from China, when I can find it. Usually the shipping is 75% of the total, but when they charge 1/10th the "regular" price, it's worth it. I'll bet shipping from China to OZ/NZ is much cheaper.