Stores:
Bebek (FIN)
Radioduo (FIN)
Yleiselektroniikka (FIN)
Partco (FIN)
Biltema (FIN, tools)
Clas Ohlson (FIN, tools)
Maplin (UK)
Radioshack (US)
Online:
Kouluelektroniikka (FIN, check this first, nice prices, quick delivery / store in Rauma)
SP-elektroniikka (FIN, store in Oulu)
Farnell (needs account, pricey, next day delivery, massive catalogue)
ELFA
DigiKey (US, import taxes added, probably even bigger catalogue than Farnell)
Robot electronics (UK, sensors, servos etc.)
Active robots (UK, all robotics, radio, sensors, kits)
MUTR (UK, smart materials!)