I'll second or third McMaster-Carr as a great source for pretty much anything mechanical. Excellent selection and a very good search engine on their website. You may have to do some digging, but they have just about anything hardware related you can imagine. They're my usual source for heat shrink tubing, among other things.
Another nice thing about them is that they have multiple warehouses. Here in CT, if I place my order before 6PM and their New Jersey warehouse has it in stock, 9 times out of 10 UPS will deliver it the next day. At my companies's Irvine, CA office, if the order is in before about ten AM, it usually shows up later that day from their LA facility. Their logistics must be incredible.
-Pat