In the UK Farnell/Element14 are the best choice for components. My items always arrive next-day when ordered before 5pm and delivery is free (you have to spend at least £20 to pay by card).
The site is a lot more usable than RS-Online so I will often order from them though I have an RS trade-counter nearby. Mouser's and Digikey's sites are just as good (this is from a user perspective, from a designer's perspective they are pretty awful) but orders will ship from the US and take longer.