Your Favorite Electrical Parts Place?

I am getting ready to wire up some farkles - air horn, LED lights, etc. I am in need of some posilocks, wire, relays (one at 30amps), connectors, etc.

Where do you get your electrical parts/connections/wire/etc - hardware store, Radio Shack, your local electtrical shop, auto store, online, other?

Also, what gauge wire is mostly used on SWnig for control, lights, etc - this will help on what to order. Also, good place for relays that are reliable but not overly costly? Thanks.

I buy most if not all my gizmos on ebay. Fun to shop without leaving the couch. The possibilities are endless. If you need something you can find it there, most times way less than buying local.