Ebay is pretty good for microwave stuff. Especially used or new surplus cables, attenuators and various components.
There is some risk of buying fake parts but it's difficult to escape that risk unless you buy from official distributors. I've bought a lot of good RF stuff on ebay and the prices can be very low.
MMIC amplifiers can be bought on ebay as well in small qty. SMD resistors can be bought in a E12 or E24 kit in an A4 sized folder in 0603 or 0805 for very low prices on ebay.
You can buy small SMD porcelain cap kits direct from places like ATCeramics for reasonable money, eg 600S or 800B series. A typical 10-100pF or 1-10pF kit will contain about 250 caps and it costs about $90 USD IIRC. These caps are tiny but they should be laser etched with the code for the value so even if you mix them up you can see (with a microsope or eyeglass) what the value is.
At work I use the 600S series a lot and these are about the same size as 0603. They are great for use in microwave filters. They aren't so good for broadband use unless you mount them on their skinny side (called vertical mounting) because they can suffer from tiny resonances. Mounting them vertically improves the broadband performance but they still suffer resonances at higher frequencies. So ordinary cheap (non ATC) COG caps can be better sometimes as wideband DC blocks if you can accept a slightly more graceful loss characteristic. You can get COG 0603 cap kits in SMD cheaply on ebay.
http://www.atceramics.com/userfiles/design_kits.pdf