A lot of the dearer parts are plugs, sockets, cases, switches, variable capacitors etc.
These often go for a song at junk sales and hamfests often run by local radio clubs.
Even buying just some of your parts from these sources can result in significant savings.
When I hear this one, I wonder how many people leave close to one of this events or clubs. Just for fun I just run a search for radio clubs near my zip code. The one that showed up is in a city (village) in one of the counties next to mine. I had never heard of the city, which seems to have 241 inhabitants. My city has 14,000 people and the most I see is an arts and crafts fair in the summer and farmer markets on a mini park during the warmer months. I leave in central Minnesota.
If anyone in Minnesota can point me to one of this bountiful events, please do !
Answering to the OP, I do buy from eBay, Newark, Mouser, Digikey and some other minor places in order of frequency. I do use eBay for things like headers, jacks, screws, breadboards, DC-DC boosters and the like, some resistors and LEDs. No semiconductors products, no electrolytic, no "brands". I do give preference to eBay (Chinese) sellers located in the US, but I will order some stuff from China when I do not care about 2 weeks shipping.
For jelly beans I tend to go to Newark for parts on red tag sale. Parts like diodes of all kinds, transistors, resistors, capacitors, basic ICs..
In general for Mouser/Newark/Digikey, I will build a cart for weeks until I am pressed for something and then pull the trigger.