Digikey - Massive catalog, but I've only shopped for surface-mount components at Digikey. Extremely fast shipping.
Dipmicro - Lots of components, especially passives (resistors, capacitors, etc). Their prices I find to be very reasonable, including their shipping fees.
Dirty PCBs - The only place I've ever used to get my circuit board designs made. I've never had any issues with the boards I've received from them, other than some minor silkscreen smudges and misalignment.
RobotShop - They have a variety of quality robotics parts. Their biggest plus is that their shipping is very fast, typically received the next day or two.
Sayal - This is my go-to physical store for electronics components if I need something fast. They have locations all over the Greater Toronto Area. Soldering tools is one of the main things I go to them for.
Home Hardware (Supremetronic) - This Home Hardware at College & Spadina in Toronto has a basement with rows and rows of electronic components. They also carry DIY kits and other widgets that make it a must-visit place downtown for a tinkerer.
Maker Festival Toronto - An annual event in Toronto, showcasing local maker talent and getting visitors involved with displays and workshops.