To their credit, I've bought quite a bit of that stuff there because I was in the groove and didn't want to wait a few days to get back to what I was hacking on. Why do that, when I could get to Radio Shack and back in less than 30 minutes? And pay shipping?
I paid 1.50 for a 5 pack of 220 Ohm resistors just last week when I ran out. The price for similar quality on Digikey is 6-7c each. But shipping is a minimum of $2.80. And I could have them right then from RS.
Last month it was 100uF caps, and before that a 555 timer, and before that, a roll of desoldering braid. All marked up like crazy, but worth it to me at the time.
I may buy the bulk of parts in larger lots from online shops, but Radio Shack is great for filling in the gaps.