Here in the UK, there are some great shops and websites to purchase both the Arduino and Raspberry Pi. Lots of individual electronic components (resistors, LED’s, wire, transistors etc) can also be sourced from Ebay. Below are some of the shops that I have used to purchase my equipment.
http://www.maplin.co.uk/c/gadgets-toys-and-hobbies/projects-kits-and-modules
http://uk.farnell.com/raspberry-pi
http://proto-pic.co.uk/categories/arduino.html
http://proto-pic.co.uk/categories/raspberry-pi.html
http://www.hobbytronics.co.uk/arduino
http://www.hobbytronics.co.uk/raspberry-pi
http://uk.rs-online.com/web/generalDisplay.html?id=raspberrypi
http://uk.rs-online.com/web/b/arduino/
US Based company