I've gotten things from McMaster-Carr before and been happy.  I think that Grainger handles most of the stuff that McMaster does, and sometimes is cheaper.  On top of that, here in Iowa, if you're a Farm Bureau member, you get 10% off and free shipping if you do your ordering online (there's a higher discount for a few select items like Dewalt tools, although I haven't compared their prices to others).  I don't know if this is a benefit for Farm Bureau members in all states, but when I lived in Ohio we had the same or a similar program.

Mike