I couldn't agree more with everything said about McMaster Carr. I order from them weekly for work and for my own use. I love dealing with them. I was reluctant to start placing orders online simply because they were so great to deal with over the phone. Their quick overnight delivery makes them one of the high notes of my job. I've ordered as late as 3pm and still get my order the next day.
It sure puts other companies to shame when they tell you your package will arrive in a week to ten days. Even the great and almighty Amazon can't do that.
Their website is also great, easy to navigate and search.
