Stores I have used

(last modified 2009.11.15)
Below some linkst to stores (mostly online) I have bought from and am satisfied with.
www.electronic.it Misc electronic componentsi and devices, mostly surplus.
Very quick delivery (2-3 days) and free shipping above 50Eur
www.tekkna.it Electronic components and devices, similar to the one above. Quick delivery.
indeed hifi lab Look for "class T" amplifiers, e.g. TA2020, which are very energy efficient (and don't heat up much). Beware that some other amplifiers on the site are class AB.
Shipping to Italy takes about 1 month.
picaxe They develop and sell programmable microcontrollers that can be programmed with a simple language similar to basic, but with a very rich set of functions to control peripherals (I2C, motors, speakers, remote controls, keyboards...). Also very inexpensive, most devices cost around 2-3 euros and need almost no external parts but a couple of resistors.
kmtronic Some USB peripherals (FTDI-based, relay driver, etc.) at reasonable prices.
coprelonline Electronic components and devices, similar to the first two shops at the top. I have not used this store but some of the products look interesting.