Another place I use a lot is:
http://www.rtlfasteners.comIn general, they seem to have roughly the same sort of things, but in threaded brass inserts, for example, RTL offers the 2-56, 4-40, and 6-32 like the place Henry mentioned, but also 8-32, 10-32, and 1/4-20. Prices look approximately the same, maybe a bit better at RTL.
If you sign up for their newsletter you get discount coupons on quantity purchases from time to time too.
Just another resource to throw into the pool.
-- Jim