I'm trying to stick to sites that sell directly in Canada though. I sometimes buy the oddball things from the states but it's always a surprise what the customs will be. Typically if I'm not sure which item to pick I'll just pick one that has ratings that seem to make sense, and is cheap. Lot of parts are less than a dollar so I figure it's not the end of the world if it ends up being useless or I end up blowing it up. Lot of tutorials mention part numbers too so that makes it easier to find if I want to replicate a circuit.
For now I'll probably mostly be messing around with parts I desolder off old stuff and what not and order stuff I don't have like the breadboards and probably a bunch of potentometers and capacitance meters if I decide to get into radio stuff. Oh and LEDs, it's always fun to make LEDs blink. 😛