Most of my resistors/capacitors supply I got from eBay, it was cheaper there, but all IC's from Mouser.

 

I've been looking for threads like this one, but haven't found any. Anyway, I figured I'd add my contribution.

A good supply of parts for prototyping would include a good assortment of resistors and capacitors. 5% carbon types for general stuff, and because they're cheap. 1% stuff for more precise matched work. A good selection of electrolytic capacitors is helpful, 10uF, 22uF, and maybe some 100uFs, at various voltages. 16/25V for most stuff, 100V+ for higher voltages. Also, some poly film capacitors for decoupling, ceramics for bypassing. I bought a cheap assortment of ceramic caps on eBay, which is handy for experimenting.

Good ICs to have around:
LM386
NE5532
LM555

Transistors:
Assorted TIPs. I have TO122 and TO127. TO31 and TO32. Complementary pairs for class AB amps, etc.
2n2222, and similar (2n3907).
BS170 MOSFETs.
2n3055s.
And don't forget: HEATSINKS.

Maybe an assortment of power resistors. At least 5 watt type, 10 Ohm.

Good potentiometers. I like the Panasonic CTE6 Cermet pots. Small and accurate, relatively inexpensive, and can be used on a breadboard.

Some generic diodes. Small bridge rectifiers. Zener diodes. Small signal diodes. These are cheap and plentiful and can come in handy.

And it should go without saying: Breadboards!
Also, any PCB materials you will need. Perf board. Etching supplies. Soldering iron and solder.

It also helps to have a good inventory of PCBs and equipment from which you can pull parts from. Old power supplies for inductors and large capacitors, etc. A good desoldering iron is helpful, and/or a heat gun.

I also like to keep around an assortment of aligator clips and wire. A small bench power supply is handy. I keep around a small variac. Also, it can't hurt to have some 120V - 24V centertapped transformers.