Well...I'm breathlessly awaiting my Vintage Ephemera order, so I'll start with:
Artella - great prices on ephemera of all kinds, especially for "real" vintage stuff!
Dollarama/generic dollar stores - wooden boxes (for hennaing or painting/embellishing), craft paint, black gel/liquid ink pens (serious addiction, but I *do* use them all the time, not just for drawing), scrapbooking papers and paraphernalia (I don't scrapbook, but I alter books - what a treasure trove of funky papers!), beads and charms (either the crafty packs of them, or the junk jewelry I can take apart), as well as the "tools" of the trade - box cutters/utility knives, paint brushes/sponges, glue sticks, hot glue sticks, tape, etc etc.
Art Supply stores - I developed a habit in college of using hardcover black sketchbooks (love-love-love them!), quality paintbrushes and acrylic paint (a splurge when I've been an especially good girl), stretched canvases and blades for my X-acto knife.
And basically, the world at large - I can always discover something that can be used for art most anywhere - pine cones on a walk in the woods, paint chips, melamine samples, copper wire, little hinges and such at hardware stores, ribbons and yarn from mother-in-law's craft room.
I even get stuff salvaged for me - yards and yards of various gauges of copper wiring from a renovation job, cancelled stamps, old keys, expired bus passes, tickets of all kinds. Hmmm, and I wonder why I have standing-room only in my studio!