I keep a shopping cart at Digi-Key. (digikey.com)
Then, every once in a while, I press "check out" and pay the approximately 5-6 dollars of USPS Priority Mail shipping.
Also, I make sure to buy at least 10 of anything cheap-ish (capacitors, switches, etc), and at least 3 of anything big, so that I have spares if they die, and don't have to re-pay shipping for the next project.
For LEDs and resistors and loose transistors, I buy a pack of 50 or 100, and it lasts a while.