For common component, like transistor and resistor and capacitor and diode, buy from trusted source (digikey, newark & other). Buying small ceramic capacitor, 25x same value common value is very cheap. As long you don't need 200 different value, you are fine. Take a lot of 0.1 uf, and other common value like that. Or buy a capacitor kit from trusted source, and refill or complete your kit with what you need. Same for resistor. So cheap, don't worth trying to save 4$ on your resistor stock to get crap. 2n2222 are also extremely cheap. Same for diode. These are the sort of component you don't want to check them with a multi-meter every time you use one (even if in a perfect world, we should always check each of our component). We should be able to have some trust in our jellybean component.
For less common thing that you won't use often or happen to be more expansive if you buy it from digikey or an alternative, it may worth the risk, (for prototype, not for final release) Like led matrix, esp8266, some cheap development board (i don't like that cheap development board idea, a good way to waste development time trying to solve a bug only because of a bad mcu), lcd display, some mosfet, an inductor assortment (10$ on ebay)... If a mosfet (logic level one, high power mosfet/igbt should be buy from a safe place. When driving a 50W, you don't want to fry something up) doesn't work, you can always try another one, and since it is not the type of mosfet you throw all over the place like a resistor, it is easier to change it, debug it, because you already have an idea of who is the guilty. But if you have over 300 part on a board that you don't thrust, it do many guilty. At least, you can start by checking the crap part, and then if it was not the cause of the bug, debug the remain. Inductor on other hand is used less in general, so having a cheap assortment is good, and if you got an LCR meter, just check them before using them. Its not like checking every resistor, your design will probably only have few inductor, so its pretty quick to test them. Finally, buying LED on the cheap is also good idea, because this part is easy to change/test, doesn't affect the performance of the circuit, so even if they are bad quality, it doesn't matter.