I have used McMaster-Carr many times, but their shipping costs make it hard to use them for small orders. As mentioned earlier, they will not provide a physical catalog to small customers like me. Every order I have ever placed with them showed up amazingly fast.
MSC is a little pricey overall, but has a wide variety of machine tooling, cutting and abraisive tools and such, and frequent sales/coupon codes save a lot in shipping. They will send a MASSIVE catalog to just about anyone.
Grainger is my go-to for urgent needs, because I can run to the local branch on my lunch hour. You can pick up a HUGE printed catalog at any branch for free.
I have a large bookmarks index of specialty hardware and fabrication sources I have used for odd items and small lots. Places like JWWinco, Bung King, etc.
Surplus Center is my first place to check for hydraulics, electric motors or actuators, pulleys, and many other items. They have limited inventory but excellent prices.
Midwest Control Products is my go-to for ball joints, clevises, linkages, etc. Their volume discounts can't be beat.
I like Columbia River Mandrel Bending for tubing sections, and Race Shop Supply for tubing clamps.
Abraisives & Equipment in Tuscon is the only place I will order blast cabinet parts and accessories from.