So most of us know DX and KD, but where else supplies DIY parts?
Not just LEDs and drivers, I was thinking of hosts, optics, reflectors, whathaveyou?
Most of my parts came from other lights. There are loads of budget suppliers who may have useful stuff. The Trustfire TR-801 is a good reflector donor for the Mr.Lite J4 or the BLF special version of that - the TIR optic from it also works fine in the TR-801. Someone was selling these lights ridiculously cheap on eBay. If you have a lathe or access to one, a tour round the local industrial estate may well get you a lifetime's raw materials for little or nothing.
B&Q (UK equivalent of Home Depot) can come up with all sorts of handy stuff. It's amazing how many plumbing parts can be repurposed.
LED Supply and Illumination Supply for anything emitter/star, Shiningbeam for drivers, tailcap rubbers, sometimes emitters and O-rings. Lighthound or Battery Junction for hosts and lights.
All U.S. and all very responsive with fast shipping.
Rich
Dang Rich, have you been looking at my paypal activity recently? 
I've made a purchase from each of those 5 places in the past week. Good shops, and quick delivery. I find my tolerance for DX-style shipping delays gets less and less with each order.
thats cause the delays get longer and longer... still waiting on my package for over a month now