There is no robotics store in Romania. So we are in the same boat. But there are a few electronics stores that sell microcontrollers and all the electronics necessary. And there are a couple Remote Controll Hobby stores, and they sell boats, planes and R/C cars. These stores sell servos (not cheap unfortunately...).
Things we don't find in our country are things made especially for robotics use, like Sharp IR sensors, ultrasonic sensors, compass, gyro, accelerometers, gearhead motors, gear boxes and so on. To order such parts from internet is not easy eighter, because of hackers abuse in the past. We have to relay on friends abroad to get whatever we need. Things are getting better though.
Basically, if you don't get help from parents or other relatives, try talking to the computer stores for bad CD-roms to get motors and gears to drive a robot, TV repair stores for parts from old VCRs (lots of electronics on VCR boards, IR sensors, push buttons, LEDs...). So all you need to order are the microcontroller, the programmer, and a few other parts hard to find.