[Eliot Ness]

I also like to browse our local hardware store.  Most good hardwares will have a row with bins full of sorted nuts, bolts, washers, etc. and you can browse for what you're looking for and fill up little bags with as much or as little as possible.  While looking around I'll usually find a few other things I didn't realize I needed like adhesives, chemicals, a unique tool, etc..

Our city only has one real hardware store left and if it ever closes it will be a sad day, for while the big box stores have hardware, most of it is in blister packs and the selection is limited.

If you know the sizes you're looking for McMaster-Carr has a pretty impressive on-line selection:

http://www.mcmaster.com/#