Grizzly Imports - I cannot say I recommend all of their products, but I have had better than average experiences using their equipment and their technical support is always helpful, always prompt. Bear in mind that for accessories, some of their competitors like Harbor Freight will have better prices on identical items.
DigiKey Corp. - for most modern machinery and many mechanical projects you will need to get electronic components. I have been placing orders with DigiKey for a long time and they are one of the most professional companies I have ever dealt with. For myself and my employers I've bought thousands of dollars of merchandise from Digikey, not one item has been missing, damaged or faulty.
Despair.com - As I say, "when all else fails lower the standards." If you are still in the eight-to-five "cubicle village" job situation you need to visit this website.
Virtual Machine Shop - This government funded and volunteer project contains many excellent short tutorials on metalworking and machining. Some of them contain multimedia elements which are very relevant and helpful to learning the subject matter.
rec.crafts.metalworking - the USENET group dedicated to machining.