Yep, that's my thought processes too; I usually go to Adafruit, and if they don't have it, I go to Sparkfun, and if they don't have it AND I know precisely what I want, Digikey, and then if all else fails, I go to amazon and buy a pack of "everythings" and see what I get.
Everything I've been doing is stepper motor related, and I didn't know what else I'd even use 3/4 of those sensors on, but for 25$ or whatever I figured I could buy them, try them, and see what comes out of it. They're like a flight of microbrews or something; just enough to tease me and get me started so I know what I actually want :D