There are some good links posted above, Waytek has some nice prices.
I don't know how far you're looking to go, but I recently completed a "milspec" harness for my car. I used all black wire for maximum stealth, color-coded with little pieces of heat shrink at the end. Once the car was running I snipped them off. I have full wiring diagrams, and yes troubleshooting in the future will ****, but it's a show car.
If this is the type of wiring you're looking for, check out these:
www.p-r-s.com for general aerospace/racing wiring supplies
IS Motorsport has very good prices on the Raychem products
www.bmotorsports.com has some nice crimpers and a lot of OEM terminal pins
I used a local wire supplier for the wire. I used M16878/5 (Type EE) wire for most of my stuff, but the 22579/16 Tefzel is more popular and a little cheaper. This is the company I used. Pricing isn't great on small spools, but not too bad.
http://www.awcwire.com/Default.aspx
www.cableorganizer.com has some nice stuff
The small Rhino labelers ($100 or less) are handy. You can use them to make the fancy race-style labels, or I used them to label each wire since I used all black.
In the background here is one of my wiring diagrams. Very simple, and any electrical engineer or draftsman would laugh at it, but it makes sense to me. I consider this a requirement if you're making changes from the OEM harness.
Nichifu makes nice uninsulated crimp connectors, and the NH-1 crimper is under $70. I used this for a lot of splice joints, then insulated with glue-lined heat shrink. Some argue that soldering creates brittle wires and crimping is better. That's another argument, but if you agree check them out.
http://www.nichifu.com/