Under the advice of MIke Vincent, I journeyed over to Carrollton, TX... a good 45-50 miles from where I live... to visit what is known as the electronics Mecca of the DFW area...
I was not disappointed... $90 later... I came home with bundles of parts (LEDs, trim pots, caps, resistors, switches, connectors, etc)... the prices? Some things were really cheap (in bulk) compared to online (maybe not Mouser or DigiKey)... and some things were on par with online retailers (shipping might equal gas cost to get there to be honest)...
Now that I think about it... 90 miles... at 30 mpg... 3 gallons x $4.15 a gallon = $12.45 in gas to get there. I'm not quite sure that with my savings AND shipping costs it really was cheaper... but I did get to hand pick everything and I did get to have them that day...
At any rate, what did I pick up?
4 x (5x7) LED Matrix Displays 32 x RGB LEDs 32 x Green LEDs 5 x Micro SPST Switches 5 x Resistor Blocks (22k ohm) 5 x 10k trimpots Random male / female single row connectors
Advice; When you go to this store, have an idea of what you want to buy and a list... it has almost every part you could possibly imagine (except the MAX7219 LED drivers that I wanted)...

Great place and the staff is helpful (especially the old man- he taught me alot about electronics)