www.maplin.co.uk - A good place to get all kinds of electronic components. No high voltage components unfortunately. The company has shops all around the United Kingdom
www.farnell.com - Huge variety of components including many high voltage capacitors. Good supplier if you are buying in bulk.
www.rscomponents.com - Worldwide component supplier. Has a large variety of components to chose from
www.ebay.com - Not strictly an electronic component supplier but there are always people selling surplus components at ridiculously low prices. I get lots of my components from ebay. Ebay.co.uk for items in UK
High Voltage
www.powerlabs.org - High Voltage experements that are ridiculously dangerous! Very interesting
www.emanator.demon.co.uk/bigclive/ - Some high voltage projects and some not high voltage
www.voltnet.com - About high voltage destruction of stuff
www.richieburnett.co.uk/tesla/shtml - Website about tesla coil related information
www.eskimo.com/bilb/tesla - Another site about tesla coils and high voltage sparks
www.geocities.com/capecanaveral/lab/5322/hv2.html - High voltage circuits
www.kronjaeger.com/hv - More high voltage information
www.electricstuff.co.uk - Very interesting site about High voltage as well as other things
Electronic Circuits
www.meridianelectronics.com/ca/circ/circuits.htm - Lots of simple circuits.
www.aaroncake.net/circuits/index.asp - More circuits
www.electronic-circuits-diagrams.com - A large number of good and workable circuits
www.4qdtec.com/
www.amasci.com/amateur.elehob.html
www.keelynet.com/sources/schema1.html
www.mitedu.freeserve.co.uk/schematics.htm