I had the same trouble in the start, but www.hackaday.com
helped me alot.
CD players (you mean the ones from PC's right?) have stepper motors, gear motors, probably some memory chips, LEDs and much more. if you don't wanna spend money on a Project Box, you can take the one from the CD player.http://www.teamhackaday.com/handbook/index.php?title=Main_Page
is also a good site, its not that big, but it is usefull.http://www.uchobby.com/Projects/ScroungingElectronicParts.htm
how to desolder many components easy, you need a hot air fan blower thing.
if you wanna save money on bread, make this one:http://www.inventgeek.com/Projects/breadbox/overview.aspxhttp://www.covingtoninnovations.com/noppp/
a really cheap Pic Programmer, you can make an account at Microchip and get free samples, the microcontroller can program the Pic 16F84, but the Pic 16F628 is more powerfull, and better than the 16F84 at all fields, and it has EXACTLY the same pinout as the 16F84 (at least this site says so http://finitesite.com/d3jsys/16F628.html
also take a visit to http://www.afrotechmods.com/
he has alot of mods for the ghetto modder.
and if you find a broken thing with a Power Supply, save it, it will become usefull.
old cellphone chargers are also neat.
also read http://www.societyofrobots.com/robotfunding.shtml
and if you need parts, go dumpster diving for old electronics, ask your local electronic store if you can have their garbedge.
thats all of the tricks i know, hope they help you as much as they help me.