Resistors are the most used components in electronic circuits -- you can never have enough of them! They are extremely cheap, and for this reason are usually sold in packages of 5, 10, 20 or more. If you are into hobby electronics, buying a good assortment of 5% and 1% resistors is usually cheaper than buying individual resistors.
There are a lot of sites selling components and to research them all is a daunting task. To make your job easier, we have compiled a small list of online stores selling resistors, with links to the relevant section, where possible.
Amazon.com: carries a vast selection of SMD and Through-Hole resistors including carbon and metal film, from 1/4W to several Watts and many quality resistor kits:
MCMelectronics.com: a large selection of carbon, metal film, flameproof and wirewound resistors and a few resistor kits.
Radioshack.com: various resistors here in 5-pack packages, and a few resistor assortments such as this 500-Piece 1/8-Watt 5% Carbon-Film Resistor kit and this 50-Piece 1/4-Watt 1% Metal-Film Resistor Kit.
Parts-Express.com: carries mainly power resistors: 1/2W and 1W flameproof, 5W, 10W and 20W wire wound resistors plus a selection of non-inductive wire wound resistors designed for high-end audio applications, perfect for use in crossover networks.
Ebay.com: eBay is a great place for cheap or hard-to-find components. Resistors are no exception -- a quick search on resistors reveals a lot of listings.
There are also a handful of stores specializing in cheap electronic components from China, Taiwan, Hong Kong, US, etc., usually with worldwide shipping. For example, see Thai Shop Etc (shipping from Bangkok, Thailand), Eric Cheung Electronic (Hong Kong) and Electronic Parts Warehouse (United States) and many more.
Maplin.co.uk: Maplin Electronics Ltd ships only to UK, Channel Islands and the Republic of Ireland. The online store stocks a wide range of resistors: metal film, high power wirewound and a few resistor packs.
Other stores: Rapid Electronics Limited (UK), Farnell (UK), Digi-Key, Frys, Mouser...
Standard resistor color code examples:
E24 series - E24 series (5%) - color codes, shorthand notation and tolerance range.
E48 series - E48 series (2%) - color codes, shorthand notation and tolerance range.