Radioshack... not so bad?
I recently went to radioshack, they now have a wider selection, and on most components the price isn't so bad actually. Most items are only a bit more than what you would pay online, yet there is no shipping charge and you get it instantly. I recently bought 2 micro motors for 8 dollars, online I could get 2 for 2 dollars, plus like 5 dollar shipping, it'd cost 7 dollars, but here I got it for 8 instantly.
But not everything at radioshack is like that, I'd say only for resistors, capacitors, and LEDs are way overpriced. The rest is actually not so bad