For me my choice is rather limited to just a few specialist on-line suppliers and a few companies skilled enough to do one-off bespoke works on my car.
Like T9, most of my 'bits' are unusual so a lot of hunting around is required. Other parts are bespoke and I have cultivated relationships with local machine shops and fabricators.
The 'normal' bits are sourced from various shops, eg:
Summit Racing
Demon Tweeks
Rally Design
Burtons
eBay has been useful for materials (fibreglass, bar and rod, etc) and things like rubber bushes and rivnuts.